Define 'higher voltages'.
This ELV design (good opportunity to practice your German reading skills
) uses a voltage doubler to reduce dissipation at lower voltages. Another design is
tap switching. They also sell kits, no idea what shipping would be like to whatever country you live in. Both are solid designs with variable voltage and current limits. HP published a power supply design handbook (AN90B), not sure if it discussed tap switching, but it discussed many other power supply principles.
Amspire's design is also very interesting, I almost forgot about it since that thread wasn't updated for a whole week
. Less conventional, and aimed at lower currents. I wouldn't start building yet if you don't have a solid understanding of this topic, and it will be a while (if ever) for kits to become available.