If costs play an important role, you could add a tiny mains transformer and fabricate bipolar supply voltages by the help of 78L15 and 79L15. This would result in lowest cost, I think, in lowest ripple and most stable voltages.

Another option is to use a switcher like LM3524D or LM3578A, first to step-up the +5V supply to +15V and then to invert it to -15V.

Kai