I would try with LM317
http://www.google.hr/url?sa=t&rct=j&q=&esrc=s&source=web&cd=5&cad=rja&ved=0CFgQFjAE&url=http%3A%2F%2Fwww.ee.buffalo.edu%2Fcourses%2Felab%2FLM117.pdf&ei=0bIuUN2YBI_usgb5i4HACQ&usg=AFQjCNELrQ52EXS_jB6ug9MgO94iMebQxw
read datasheet, it is simple. LM 317 provide better stability and lower noise than most fixed regulators.
if your current capacity is smaller that 1,5 A, it would be prude to install fuse with needed rating (in your case i'd go with 500 mA).
and ofcourse, you need apropriate transformer, let's say 12VAC@5VA, bridge rectifier (or four diodes.. 1N4001 or similar), input filter capacitor... at least 1000uF/25V
best,
Ivica