RPi Easy SD Card Setup - eLinux.org

Here is a schematic of a complete PSU including all components:
(a suggestion, with better filtering and protection)
Starting from left, we have a transformer (protected by a fuse - F1) supplying about
7-12V AC at 2A (use what you have at home or what is cheaper to buy). Next is a
rectifier (or 4 diodes / >1A) with caps (C7-C10, for filtering). Now we should have
approx. x 1.41 - so if we have a 9V transformer, it will be about 12.69V.
The 7805 needs at least 2V [5] (depending on type/manufacturer) more on the input than
on the output (I prefer using a little more, >=3V to be sure) for stable regulation, and it
can be up to 35V (but a big difference between input and output voltage means "a lot
work" for the regulator and a lot heating). In this case, 8-9V DC measured after the
rectifier would be optimal. Main filtering is ensured by C4 (use at least 1000uF for each
1A drawn), another filtering after the regulator is C3 (100-470uF). C1-C6 serve the 7805
for stable function and HF filtering. R1 and R2 adjust the voltage to 5.25V, as described
before. D1 and D2 are for protection. A transil is used for over-voltage (peaks) protection
on the output, a 5V8 type should be fine (5.8V reverse standoff voltage and approx. 6.2V
breakdown voltage) - use P6KE6.8A or BZW06-5V8. For operation signaling (device on)
a LED coupled with R3 is used. You may use another fuse on the output - F2.
This is a rather fancy circuit, you may simplify it if you like - by leaving out C7-C10, C5,
C6, D1, D2, LED and R3, F2 (and the transil, if you don't want any protection). Or leave
just some of them. Your choice ;)
Also if you prefer to fine-tune the output voltage, you may replace R2 with a small
pot (trimmer) as shown here: