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 veroboard.
If you need more than 150 mA of output current, you can update the output current up to 1A doing the following modifications.
If you need other voltages than +5V, you can modify the circuit by replacing the 7805 chips with another regulator with different output voltage from regulator 78xx chip family. The last numbers in the the chip code tells the output voltage. Remember that the input voltage muts be at least 3V greater than regulator output voltage ot otherwise the regulator does not work well.
circuit from http://www.extremecircuits.net/2010/01/5v-regulated-power-supply-circuit.html