For the kinds of projects we do here, you'll need a variable bipolar supply, possibly up to +/-30V or so. You might be able to piggy-back two 0-30V variable supplies to make a bipolar one, but it really depends on the individual supplies you get. You'll also probably want a really clean fixed 48V supply for phantom power. And if you want to work on tube circuits, you'll need a variable high voltage supply, with fixed 6.3V and 12V outputs for heaters.
You won't find one supply with all the outputs you'll ever need. I have two variable bipolar supplies (DIY LM317/337-based supplies with +/-1.25V to +/-37V outs), two high voltage supplies with AC heater supplies (a Beckman DuoStat and a HeathKit whose model number escapes me), two self contained DC heater supplies (again DIY, with 6.3V and 12V outputs) and a 0-30V and a 12V supply that almost never get used. The Beckman high voltage supply is great, BTW, and you can find them cheap at hamfests and on eBay (I got mine at the MIT swapfest last year for 10 bucks).
Before you buy anything, though, I would strongly recommend you do some reading on basic electronics (like figuring out what's AC and what's DC, and why we use DC on circuits). Then you really should try to tackle at least a bipolar supply as a DIY project. They're simple and cheap and a great way to get started.
Good luck!
Peace,
Al.