the ac voltage rating depends on how you use the multiplier.
the dc rating for all capacitors is Vpeak for the ac line going in, and the diodes need to withstand 2Vpeak.
If you want a robust circuit that will last for 1000000 hours, make the ac voltage rating of the capacitors the same as the ac voltage you feed the multiplier with, especially on the first two ac coupled capacitors (for a half wave multiplier)
also, if you plan to generate high voltages and discharge the entire bank quickly then you may need ac rated capacitors or film capacitors for all of them.
also note that voltage reversals during discharge can cause the diodes to fail.
typically folks just use strings of 3 amp diodes and capacitors that don't have enough energy to blow the diodes during discharge.
google search for more... there thousands of websites out there, and don't forget the old mailing lists from the 90's