How would I create a voltage doubler and what parts would I need?
For small currents (tens of ma), you can use a charge pump, which use ceramic or electrolytic capacitors to store energy.  You can build your own, or use an IC like the Maxim MAX1682.  Many more Maxim charge pumps are listed in this article.

For larger currents (up to a couple amps), you need an inductive DC-DC boost converter, such as the Maxim 17067.  Lots more here.  Most are not limited to just voltage doubling.