There are a number of ways to do this. As already suggested your local electronics store might be a good resource - depending on where you live. Jameco, among others, have kits. Some kits are quite complete yet others require that you put together the transformer, enclosure, etc.
You might consider the "wall wart" approach - the low cost black cubes that plug directly into the wall outlet. Quite often they serve as AC adapters for telephones, radios, etc. Note that some will be regulated and some will not. Usually they are fixed voltage though some can be had with variable voltages. Jameco has both regulated and unregulated. Leads will be long, relatively speaking so you need to add a capacitor or two at the point of use, to take out spikes, noise, etc.
You might use a higher voltage wall wart as a place to begin. An example might be one that delivers 24 vdc at 500 ma. You'd build a very simple regulator out of an LM317, a resistor and a pot - all easily obtained. That combination might deliver 2 to 21 volts or so at 1/2 amp - enough for many things. I'd add a fuse to limit the current. This approach takes high voltage mains work out of your hands. Many of these supplies are protected internally.
I did notice that Jameco has a wall wart type of 24 vac supply (part no 540744) that is rated at 40 VA (about 1.5 amps). This seems like a nice, safe beginning for someone who wants to build most of the supply but would prefer not to deal with mains voltages. You start with 24 volts.