Hi,
I don’t see any problems building a 500V SMPSU, but from 0 to 500V would be very hard. I have seen a 0 to 100VDC @5A (Elector Magazine) but 0 to 500V it has never been done. Maybe you should have a look at the CUK PSU in Elektor, I think it was april 2005. You might get some idea from it! 8)