you need two power supplies,
1) +/- 0 to 40 DC volts at 5 amps
2) 0 to 400 volts DC with 5 and 6.3 volts AC for tube heaters
you do not need an extra minus 0 to 100 volts for tube grids like the old Heathkits,
had one but never used it once,
now the 0 to 40 volt supply, you do not need continuous variable voltage controls,
you can just have bannana jacks with the more popular voltages,
+/- 5
+/- 9
+/- 12
+/-15
+/-18
and +/-24
this will make it easy to troubleshoot and easy to build.
variable voltage regulators can be ok for a while but if you want something that will never need fixing, go for the solid voltages.
for the above voltages you just use a good multi stage pi filter, no regulators to give you hassles,
power supplies cause 90 percent of all electronic problems, so you want to try and cut it back down to 20 percent.
regulators are fine for studio rack gear but a bench supply gets tortured in ways that can not be mentioned on the air.
not everything you build will be perfect the first time. so if you connect a dead short to a power supply over and over, sometimes the protective circuitry does not like 1000 hits of crowbar testing, get me?
you need a bunch of transformers or a single transformer with many taps,
the high voltage supply is real fun, have you ever been across 400 volts DC?
you can buy the old Heath high voltage supply for about 50 bucks on evilbay,
then you can rebuild it as a project, much easier than starting from scratch,
here is a site with many DIY projects
check the IP-32 schemo and see why it is better to buy a junker and fix it,
http://www.vintage-radio.info/heathkit/