A trick that I did in a product back in the '80s that needed both a high current 5V supply (for digital display and circuitry), and +/- 15V for audio was to add an active switch device to disconnect a second, lower voltage unregulated supply reservoir cap from the transformer secondary winding at an appropriate lower voltage, before it rose to it's full peak voltage. This also delivered an efficiency improvement, without the complexity of a full switcher, which wasn't as "off the shelf" mature technology** back then as it is now.
The standard transformer I used in several products, didn't have enough power output to support scrubbing off all the excess voltage with a 5V pass regulator from the full unregulated voltage, not to mention the heat that would generate. Instead I dialed in the low voltage unregulated voltage to around 8V to power a typical 3 terminal 5V regulator of the day, with my disconnect switch operating at the mains frequency rate. The noise from this is similar to the noise from normal rectification, while I have seen some strange inductive kicks from wall wart transformers using this approach. Somebody more clever than I might harness this inductive kick to make a third low current supply, but that was too much complexity for my taste.
Of course a full switcher is most efficient, but my low tech approach (perhaps a variant on synchronous rectification?) worked well and was very reliable in production. Note: I added some hysteresis to the switch so it would switch cleanly but it was a simple maybe two transistor and one more reservoir cap add to the basic pass regulator design.
JR
PS: The nice thing about switchers for audio, is you can generate low current +48V phantom supply pretty easily from lower voltage rails.
** Coincidentally my first technician job was working on a switching regulator project (for a Navy submersible) back in the late 60's. The switchers back then were definitely new technology, and the one I worked on was built around tricking a linear regulator IC (LM100) to switch.