Order capacitors by leakage rate in Cockcroft-Walton voltage multiplier
Cockcroft-Walton Amplifier - Wikipedia

For a stable output, you at least want to have low leakage in the bottom capacitors. If any of these capacitors has leakage, then it will cause \$V_o\$ to decrease continuously as if an extra load would be present. When \$V_i\$ transitions from low to high, the output will be bumped up again. The output ripple is affected immediately.

The top capacitors do not influence \$V_o\$ directly so their effect on \$V_o\$ is more limited. The leakage will only slightly increase the output ripple which is caused when the bottom capacitors are used to charge the top capacitors. The lost charges cause a slight excess drop of the output voltage.

C1 is probably the least important, as it is not charged by a capacitor on the bottom but by the input directly. Of course, leakage is still to be avoided. Leakage in any capacitor will decrease the maximum output voltage and efficiency.

I suggest using simulations to find something that works for you. In my opinion, this type of multiplier is easy to understand if you don't think too hard about it. Once you try to go a bit more in-depth it quickly gets messy (to give some indication of what I mean: If \$V_i\$ transitions from high to low, then C1 is not only charged via \$C1 \rightarrow V_i \rightarrow D1 \rightarrow C1\$, but also via \$C1 \rightarrow V_i \rightarrow C2 \rightarrow D3 \rightarrow C3 \rightarrow C1\$).