Just built this stripboard circuit of the Music From Outer Space Wall Wart Power Supply from this electro-music thread.

12v AC input gives +/- 12v DC outputs, just a bit less (11.94v or something). I added 1k resistors and LEDs between +12v and ground and -12v and ground as suggested in the thread (check Ken Stone’s power supply schematic for the exact details).

I was in a bit of a hurry and messed up first time round, if you’re going to build it, take a really good look at the diagram to see where everything goes, and what lines up with what. One downside of this layout is that it’ll be tight to add heatsinks to the regulators.