I have no idea what wattage will kill a person, but I remember watching my old welding teacher strike a TIG arc on his finger and hold it there for over a minute. Then again, I've also heard of people lighting on fire from touching high voltage power lines. I guess there's some wiggle room.
I also suspect the lethality of electricity to be dependent on the person and their luck. I'm bet some people have died from touching mains power while others have survived touching overhead powerlines. In any case, you won't find me taking the chance.
The first place I ever saw a Jacob's Ladder was at the old LA Science Museum, so I'm assuming it's relatively safe. Given adequate ventilation, I doubt the ozone would be much of a concern. It is something worth considering, though.
- LostCause