I concur with nige on that one, older pc supplies were similar, nowadays theres a seperate chipfor the 5v standby power, usually a tny264.
A cap/resistor/zener typical transformerless supply could be used, power the chip through a diode at a little lower voltage than the main supply so that the diode gets reversed biased and shut off once main power is on.
The only problem with either metod is isolation from the mains, there ae systems that self start and still be isolated but they start to get tricky.
I've coded smps routines for the pic for nixie clocks, originally with feedback control, but then I dropped feedback as it wasnt necessary, nice touch to have a brightness control in software.