Power supply design power loss concerns.

[theworldbuilder]

So this is my first attempt at a power supply design.
I'm aiming for a simple cheap design that will have a positive rail (0 to +12) and negative rail (0 to -12) and with up to 1 amp current available on each rail. I've also included a basic current limiting feature to pull down the output voltage. *The transformer is 240 to 2x12V*

My main concern at the minute is the power loss in the regulators (LM337 and LM317) when Vout is down close to 0. Is their any simple way to minimise this power loss other than possibly making a custom transformer and tossing a few relays in there to switch supply voltages?

Any other questions, comments, or criticisms on my design that might help me to improve it are welcome!

[station240]

Vdrop = Vin - Vout
If your outputting 1V, then you have 11V between the input and output of the regulator.
Power loss is Vdrop x Iout
So 1V at 1A output results in 11V x 1A = 11W of power.

If you don't wish your regulators to run that hot, you could use relays to switch resistors in to drop the voltage from the transformer.