Frances:
It is important for you to specify how much load you need to have on each of your supplies.

If I were you and I needed only a small amount of current (i.e. less than 200 milliamperes on each of the +12V and +9V supplies and less than 100 milliamperes on the +5V supply) then I would design as according to the following diagram.

In addition I would not use an AC output power module. Instead I would use a DC output unit. The advantage is that the bridge rectifier is built into the module along with a filter capacitor. And note that at retail prices the AC units and DC output units are nearly the same price. Even better would be to select a power brick that was a switcher design. It would be smaller, more efficient, and could directly provide your +12 volt requirement. If you use a regulated output switcher type you could eliminate the 7812 regulator in the circuit shown below and power the other two regulators off the +12 instead of the +15 volts as shown.

Note that this will work for a one shot prototype or small number of units project provided you keep the load on each regulator low. DO NOT think that you can load each regulator to 1 ampere. If you do this the regulators will overheat and go into thermal shutdown. I would also specify a heat sink for each regulator. For up to a watt or so of power dissapation in a regulator a heat sink of the type shown below should be adequate. To compute watts disapated in a regultor use this formula:

WATTS = (V_in - V_out)*I_load ...where V is in volts and I is in amperes.



Here is the schematic for a low current design.



Hope this gives some guidance
Michael Karas