This is a continuation of my Power Up article posted at ECN.
You can buy boards for this project at Dual Positive Power Supply boards. They cost $12.45 each. The documentation for the board - schematics, part placement, and parts list can be found at Dual Positive Power Supply documentation (a zip file).
First off when it comes to assembling the board - mount all the surface mount resistors first. It will simplify your construction efforts considerably. Next mount the heat sinks and regulators.
Install the regulator by mounting it temporarily to the heat sink (which you have already soldered to the PCB) with a 6-32 screw and then solder the regulator in place. This insures that the holes match up. Then remove the screw and bend the regulator away from the heat sink so you can apply the thermal grease to the regulator. Now permanently mount the regulator with the lock washers and 6-32 nut. be sure to do this before you install the 10,000 uF 16 volt filter capacitors. You can mount the regulators after the capacitors are installed but it is a bit more difficult.
The heat sink holes are just a little small for the 6-32 X 3/8" screws I used to mount the regulators. Do not use longer screws or they will punch holes (or at least rub against) the filter capacitors. You do not need to drill out the holes as the aluminum of the heat sinks self taps easily even with non self tapping screws. I used a split lock washer under the screw head to make sure everything stays tight and a toothed lock washer on the back side between the heat sink and the nut. It is good to do as much as you can to keep your power regulator in firm contact with the heat sink. Don't forget the split lock washer or the screws will extend into the capacitors.
The regulators chosen do not need the protection diodes on the board. I installed them anyway so you can see what they look like. They are a must if you choose to use an LM317 regulator instead of a LM1117 part.
The parts list contains every thing you need to put the power supply in a case. But the parts in the list are only suggestions. You can modify the project as your needs dictate. That is the beauty of just buying a board and populating it as your requirements dictate.
If you have any questions leave them in the comments.
Engineering is the art of making what you want from what you can get at a profit.