Citation:
Electrostatic devices and phenomena
A high voltage is not necessarily dangerous. The common static electric sparks seen under low-humidity conditions always involve voltage buildups well above 700V. For example, sparks to car doors in winter can involve voltages as high as 20,000V[2]. Also, physics demonstration devices such as Van de Graaff generators and Wimshurst machines can produce voltages approaching one million volts, yet at worst they deliver a brief sting. These devices have a limited amount of stored energy, so the current produced is low and usually for a short time.[3] During the discharge, these machines apply high voltage to the body for only a millionth of a second or less. The discharge may involve extremely high power over very short periods, but in order to produce heart fibrillation, an electric power supply must produce a significant current in the heart muscle continuing for many milliseconds, and must deposit a total energy in the range of at least millijoules or higher. Alternatively, it must deliver enough energy to damage tissue through heating. Since the duration of the discharge is brief, it generates far less heat (spread over time) than a mobile phone.
Note that Tesla coils are a special case, and touching them is not recommended. Among other issues, they have a tendency to arc to their own bottom-end circuitry, which can introduce powerline frequency (50 Hz or 60 Hz, and capable in any case of depolarizing cells and stopping the heart) currents at lethally high voltages to the body.
Source :
http://en.wikipedia.org/wiki/High_voltage