This power supply is a linear type, it is completely isolated from the AC line, so can be run without being grounded. The power comes in on a IEC (Euro) cord, and is fused with a panel mounted fuse holder.
I drew up a schematic to take to the parts store. I didn't do a BOM as this is such a simple circuit and not likely to be repeated. (by me anyway) I usually do most designs directly in CAD unless I'm working on something that I have no idea how it works. I decided to use +/-25V supply rails and a bunch of linear regulators feeding off them. But I couldn't get the 18V transformer I wanted, so I ended up with a 15V, which after going through the rectifier gives about 21V or so. The transformer is about 50VA so it should be no problem under heavy load. Each rail is filtered with a 4700uF 50V capacitor. For the 6 outputs, I used 6 regulators as can be seen in the drawing. They're all of the same type, and can each do about 1A or so. I used some little bolt-on heatsinks to keep things cool.
For the variable output (and for bling) I got a 0-30V analog voltmeter. The voltage is controlled with a small pot. Another cool feature is the ability to leave the AC power on and the caps charged but switch off all the regulators. The DC switch cuts the rails after the filter caps. This is better than turning off the mains power and waiting for all the caps to drain. It's good when you want to make a change to a circuit without pulling the power wires in and out of the board, especially when there are multiple voltages.
http://www.andrewkilpatrick.org/mind/bench_supply/