Use a pattern like this (or develop your own!) and etch as many stages as fit on a high quality (epoxy) pcb. For each stage, you need two diodes (1N4007, 1000V) and two caps (630V, capacitance as fits your etch-pattern and wallet). Connect an Earth cable to the "earth" point of the first stage and an output terminal to the "output" point of the last stage.
For a safe input of about mains voltage, you should use two transformers of the same type (low voltage!) and connect the two secondaries, thus procducing a primitive "mains insulation transformer". Only a few VA will do. Connect one of the primaries to the mains, the other one to the input of your cascade, the earth cable to a water tap or central heating pipe, and there you go!
Hints: Always earth your device, otherwise the transformer's insulation might be damaged. And, of course, keep clear of mains voltage.
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