Get a +/- 15V supply rated at around 2A
Use the 78** and 79** series regulators to drop (sequentially) the 15V to 12, 9, 6, 5 whatever.....
i.e. the output of the 15V rail feeds the 12V regulator that feed the 9V regulator that feed the 5V regulator. The 78-series are for the positive rail...