This circuit is a small +5V power supply, which is useful when experimenting with digital electronics. Small inexpensive wall tranformers with variable output voltage are available from any electronics shop and supermarket. Those transformers are easily available, but usually their voltage regulation is very poor, which makes then not very usable for digital circuit experimenter unless a better regulation can be achieved in some way.

The following circuit is the answer to the problem. This circuit can give +5V output at about 150 mA current, but it can be increased to 1 A when good cooling is added to 7805 regulator chip. The circuit has overload and thermal protection. The capacitors must have enough high voltage rating to safely handle the input voltage feed to circuit. The circuit is very easy to build for example into a piece of vero board. …
Source Link:
http://www.extremecircuits.net/2010/01/5v-regulated-power-supply-circuit.html

Here is the circuit diagram of regulated power supply. It is a small power supply that provides a regulated voltage, adjustable between 1.5 and 35 volts at 1 ampere. This circuit is ready to use, you just need to add a suitable transformer. This circuit is thermal overload protected because the current limiter and thermal overload protection are included in the IC. …
Parts:
IC = LM317
P1 = 4.7K
R1 = 120R
C1 = 100nF - 63V
C2 = 1uF - 35V
C3 = 10uF - 35V
C4 = 2200uF - 35V
D1-D4 = 1N4007

Source Link:
http://www.extremecircuits.net/2009/10/easy-way-to-power-your-projects-here-is.html

Input: 110/120VAC 60 Hz.Output Current: 0-5A Adjustable Output Power: 0-30V Adjustable Fine Coarse Voltage Adjustments for Accurate Settings Short Circuit Protection Overload Protection with Instant Automatic Reset … Read more