I find sequencing scales (or arpeggios) creates a cool climbing effect. Sequencing simply means instead of playing a scale straight through, you play groups of notes in sequences. Hmm... how can I explain better... say you were playing the C major scale, you'd play C D E F G A B straight through, right? Well to sequence it you could do
C D E D E F E F G F G A G A B. See? Or you could sequence it in groups of four instead of three, like C D E F D E F G... like that. Try doing that stuff in triplets... creates great climbing effects.

Oh yeah, a quick chromatic run can also create a great climbing effect.