If you can get the right components, even a small Cockcroft-Walton generator can produce very high voltages.
I'm guessing there is some limiting factor, since I don't ever see small tesla coils making 10 foot sparks.
And yet, there's probably one in that laser printer at the end of your desk.
Do they still fire-up the big one? I haven't been there for years.
You're going to be disappointed if you think you can connect 20 capacitors/diodes in a chain and produce an electricity show to impress girls with.