A complete solution would requie a complex answer -actually a design. But here a few tidbits:
The multiple PLL idea is a good one if you can use square wave outputs. Its usually a simple matter to change the amplitude of a square wave.
Realize that you could design your counter chain in a single PLL to output all the harmonics you need.
If you need sine waves, you could use a PLL to drive a sine wave generator -such as the Analog Devices Direct Digital Synthesizer, which can output sine, square, and sawtooth waveforms. Or make your own look-up table driven sine generator.
If you only need even harmonics, pass the incoming sine wave into a four quadrant analog multiplier. The result will be the frequency doubled. You can do that again and again to obtain higher order harmonics with amplitudes that track the oringinal until you can't stand the distortion any longer.
Just some ideas.