The simplified Leyden jar (http://en.wikipedia.org/wiki/Leyden_jar) is filled with water, and has
a single electrode positioned through a cork while in place
of a second electrode is the hand of the demonstration subject.
Once it was found that the charge wasn't even held in the water,
but instead the glass itself, the construction began to change
with the addition of an outter layer of foil.
The following illustration is an idea that struck me while viewing
in close proximity a standard 16V capacitor next to a glass jar of
nearly the same dimensions. Through combining the dielectric
properties of glass with a fluid of similar properties, it would
logically magnify the capacitive density allowing a multitude of
additional energy to be stored.
The corrosive properties of Oil toward Copper would likely decrease
any lasting effectiveness.