Posting just to say that if you want +/-12V and +24V, you can use the same +/-12V lines by considering -12V as GND and +12V as +24V (the voltage between them is exaclty 24V). This way you can save a power line and you'll easily find a 12-0-12 transformer rather than one with 24V. Moreover, you said you need +/-15V too; if you buy a 15-0-15 transformer it will give you the +/-15V directly (just rectify the current using a 4 diode bridge), then you can use some fixed voltage regulators to get +/-12V. Once done that you'll have +/-15V, +/-12V and 24V as junction between -12V and +12V.
Oh, you'll be able to get 5V from the 15V power line using a 5V fixed voltage regulator.
I hope it helps
EDIT
I made a very very simple linear power supply circuit using the famous LM78xx and LM79xx fixed voltage regulators. This circuit needs a dual 15V output (15-0-15) transformer with 60W power for full power operation on the low current versions of the ICs (max 1A for each IC), and 180W for full operation on the high current versions (max 3A for each IC) - Obviously, these are the maximum ratings, you should calculate the amount of power needed to supply your circuit and properly calibrate it.
The ICs need to be placed on a big heatsink because they'll heat a lot. The ICs accept up to 35V input before breaking, so if you get a slightly higher voltage output from the transformer (say 25-0-25) it'll still be fine but consider that higher voltages also cause more heat on the ICs.
I say again: this is a
very very simple circuit, so there's no protection against any issues you could run into; short circuits will damage the ICs. Any electronic noises coming from the components using this power supply may affect the others in a considerable manner, and any damage from a component can lead to the damage of the others.
Also, VERY IMPORTANT: I told you can use the +12V and -12V as the 24V power line. As you can read on the schematic,
never short circuit the main GND of other ICs with the
gnd of the 24V power line: In fact, the 24V power line gnd is still the -12V line, and shorting it to GND will cause a short circuit between the main GND and -12V!! Be very careful!
Components:
T1: Transformer, 15-0-15 output, 60W
*1, 180W
*2
DB1: Diode Bridge, 5A up to 10A
C1, C2: Electrolytic capacitors, 25V (or higher, depending on the transformer output), 1000uF (or higher value up to 2200uF)
C3, C4, C5, C6, C7: Electrolytic, 25V, 47uF
IC: LM7815 (+15V), LM7915 (-15V), LM7812 (+12V), LM7912 (-12V), LM7805 (+5V)
*1 Calibrated for 1A output on each IC (low current ICs)
*2 Calibrated for 3A output on each IC (high current ICs)