I've just been reading an old book, Power Supply Projects by R. A. Penfold.
Its from about 1980 and seems to be out of print now (I got this on ebay), but it is quite informative and well written. Some bits are a little out dated, but not too much. It seems to be written from a hobbyist point of view which is excellent.
I highly recommend having a read if you can get a copy.
Penfold also has another book called More Advanced Power Supply Projects. It'd be cool to see this one as well, but I haven't been able to get my hands on a copy yet, as it also seems to be out of print.