The 78XX family is ideally suited for this job, and with this little PCB you can easily build small Power Supplies for virtually every application.
The circuit is very simple:
The Alternating current is applied to X1 and rectifies by B1.
It charges a large Capacitor C1 to power the regulator.
The output voltage depends on the Regulator you use, e.g. 7805, 7812,7815...
C1:4700u, with sufficient voltage Rating!
The Heatsink should be enough for devices with moderate power consumption.
Board size ca 70*50 mm.
High Resolution Layout can be found here.
Additional Information,Basics,DIY Kit, Links for Schematic