Bridge rectifiers like this are commonly available and don't cost a lot of money.
Selecting a capacitor requires a little more information. Will it have to supply 20A constantly and how much ripple will the load tolerate. What is the load?
If you are rectifying 24 volts AC into DC you are going to end up with around 34 volts DC so you would need capacitors rated for more than that which would be 50 volt units.
Now however if you need 24 volts DC after the rectification then you will need a 17 volt AC source to start with and you can then easily get by with 35 volt capacitors.
As far as capacitors go as stated earlier how much ripple can yo tolerate?
The general rule I have always used for basic unregulated power supplies running on standard 50/60 Hz is 1000 uF per amp. However depending on what ripple you can work with you could get by with as little as 250 uF per amp or be well over 3000 uF per amp.
So there you go. You need a capacitor set rated at between 35 and 50 volts and 5000 to 60,000 uF.
Before I read the content of this thread I really thaught that OP was thinking of using a PLD for this purpose (gives no sense but PLS is the norwegian abbreviataion for PLD). Then after a while I realized that OP just used sms language.