Switch mode supplies can also have multiple outputs -12v,5v,3.3,-5, -12 all from the same supply BUT only one is regulated by the controller the others derive their stability and acuracy from design. The available wattage from each section must be known before the design starts. Only one voltage is adjustable or trimmable the others follow and the range of adjustment is not great. power up sequencing is not usualy an option nor is power down sequencing. These must be designed in if neccesary.

Linear regulators can in controlled circumstances achieve very high efficiency IE 28V 10A in 23V 10A out = 230/280*100=82%, but not if you want multiple outputs from a single input source with typical power to voltage distribution ie 12V .5A,5V 20A 3.3V 10A ect. Also needing concideration is the input transformer and capacitors size and cost vs the switchmodes input rectifier/ hv capacitor setup (assuming line operation)

Finally for experimentor/ hobbist use the line operated switchmode supply as used in many computers can have a *safty* capactor short. If the line cord is not wired correctly this could superimpose ac line on the output.
hope this helps Terry