5v Dc Regulated Power Supply - Transformer Selection

Friends this is my first project and I have some confusion about the Components which i would like to discuss here in order to successfully build 5v Dc regulated Power Supply. The required components for this circuit are !)Step Down Transformer, 2) Diodes for Rectification (Bridge Rectifier), 3) Capacitors for smoothing and 4)Regulator to regulate the output voltage.

First component is Transformer. In my country the Input Voltage is 220v, i want to know what points i have to look in the transformer for 220v or what type of transformer is required for 220v?

2nd is the Bridge Rectifier Circuit made of Four Diodes connecting in Parallel on is to flow the current in one direction and other is to block the current in opposite direction. What output voltage/current is enter into the Bridge Rectifier from Transformers Secondary Winding? And How much voltage/current passes from the Bridge Rectifier? What value Capacitors we choose when the varying DC voltage from the rectifier is falling?

3rd why we need another capacitor at the output after Regulator? And how we suggest its value like 0.1 uf or 0.2 uf??

You have not stated what current you are after. When you have decided this, select you regulator IC. sort of like 7805 for low current (.1 A) or lm317 for high currents. A good input voltage for 5V out, would be 9V, so you need a transformer, 230/220 V -> 6V at the current you need times about 1.2 . The capacitor should be 1000MF per amp of current, rated at greater then 10V. You description of a bridge rectifier is incorrect, but I suspect that you will wire it OK by following any circuit diagram you can find. Again the bridge rectifier must be able to handle your current.
The reason for the capacitor is to turn a pulsating DC into a smooth continuous one.
Frank