Something like this wouldn't be too hard to do yourself.
I'd recommend winding yourself an autotransformer and tapping it at the voltages you want. An autotransformer is a coil (often a toroid) with taps at various points. It is called an autotransformer because it is *one* coil, and not two. That means it can't be used to isolate the circuit. Bear this in mind!
Let's say you make a coil with 60 turns, and you need it to supply about 2 amps. Use 22 gauge wire to wind the coil. FYI - good engineering practice would have you go to 20ga wire because the max for 22ga is 2.1 amps. :)
As you wind it, tap it out at the appropriate voltage. Let's say with 60 windings you want voltage outs of 12, 9, 5, and 1.5 volts. You want taps then at the 5th, 7th, 12th and 40th windings, respectively. The voltage drop per winding is equal across the coil, hence the numbers here.
After that, put a full-wave rectifier on each output and tie it to ground. A 1000uF capacitor in parallel with the OUTPUT side of the rectifier should be sufficient to smooth the output. If you want better filtering, there are a variety of filtering solutions out there - LC filtering in particular is good for high loads. You should now have (pretty) decent DC outputs at each voltage. If you need better regulation, use a voltage regulator - most any will do up to about 40V output, although a heatsink may be necessary.
Alternatively, if you don't need to have voltages at every output active simultaniously, I'd just pick up a 12V transformer somewhere (or wind it yourself), stick a 3A full-wave rectifier on it and a voltage regulator with the feedback tied to a resistor network and a switch.
Either way, the cost of this wouldn't exceed about $10. If you want a more professional solution, use an old PC AT power supply.
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