Like mariush, I think that, at the low currents involved, using a linear regulator to make 12 and 9 volts from 20V would be what I'd do. A laptop power supply is a cheap source of 19 or 20V. To lower the voltages to 12 and 9 V, I might use a couple of LM317 regulators, since I've got a pile of them around, but the 7809 and 7812 are perfectly suited to the task, too.
I'd probably generate the 5V directly from the mains using a separate plug pack, rather than going through the 20V intermediate and getting a DC-DC converter. The "best" solution would depend on how much space is available and what power supplies/plug packs I can find in my junk box or the local thrift store. If you google "5V 3A power supply" you'll find a bunch for sale for less than $10. (I know the requirement was only 2A, but 3A gives a little extra margin, and they're not expensive). But my local thrift store has a box of used power adapters for very little money, and by sorting through them and reading the nameplates, I'd probably find one that would work.
One caution: I'd want to check and make doubly sure any power supply used around a spa has an output that is completely isolated from the mains input.