My first question is why?
The Chinese make one way cheaper than you could ever make. However, the Chinese fudge their numbers too, so watch out. A 5v/5a supply might just be 20v/much less current supply that loads to 5v @ 5a. ;-)
But, to answer your question:
1. AC cord
1a. fuse
1b. snubber network (if you care)
2. Transformer
3. Rectifier
4. Filter capacitor (size determines load current capacity)
5. Regulator (6v can be had via the LM317 adj regulator)
6. Post regulaton capacitor (which you may not need if your load is nearby)
For a 6v supply, I'd go to Radio Shack and pick up their 120/12ish transformer. For the regulator, I'd use the 317, as it's easily set up (vo=(1+r2/r1)*1.25 or some such) .
If, per chance, you want large current output, you'll need a series pass transistor, where the regulator's output sets the voltage Vo, but the series pass transistor feeds in current to the regulator output.
Also, if you don't use the series pass, you should put a diode (a 1n4001?) from output to input of the regulator, so that when you kill the supply power your output capacitor's discharge bypasses your regulator's output circuitry.
(Incidentally, if you blow yourself up, remember 1) I told you to just buy one, and 2) there is no warranty expressed, implied, or written that the above information isn't a crock of hooey. ;-) )