Sorry but you have to use a transformer as far as i know because of the high current of the AC voltage , the size of the transformer is depended on how current would you like to draw from it.
I drew a circuit for a regulated 9VDC
1 * The parts you need:
1 * Transformer from 220AC to 12VAC
1 * Diode bridge
1 * 470uF capacitor
2 * 0.1uF capacitor
1 * 7809
if you have the £££ get a VICOR DCC converter, ther are isolated and converts straight from mains to low voltage levels. You just need a rectifier and a DC cap. This removes the need for the transformer
If you don't need line isolation or much power then a simple capacitor coupled circuit consisting of a Mylar AC rated capacitor, a 9 volt zener diode and an electrolytic capacitor is all you need.