I think we lost OP on this and never meant to hijack someones thread but hey I got some good information here. I did notice that when adjusting the load the voltage out of the 317 would change and thought it was something in my wiring but it makes since on what Kleinstein said. I am looking at the information on the lm723 and looks a little complicated at first but thats what makes it fun so I need to do a bit more reading to see how the voltage limit and the current limit works and get a better understanding.
Oh I'm still here. I just run a small computer store as a one man operation and I don't have much free time often. As far as losing me, the advice is a bit daunting, feel pulled in ten directions. However the general consensus seems to be yes I should try to build one or more, and to avoid 317s. Fair enough.
Some further info and questions.. I don't have a particular use in mind for my power supply yet, but I know that I should have one and will find uses for it. Personally I'd like more headroom than 1A, but as a first project I can find uses for =<1A. I could use it for anything from a few milliwatt laser diode up to a larger device, say a 72W led light strip, or high powered LEDs or something. I don't have a project in mind, I just don't want to limit myself. I've seen some chinese up to 30V dc variable bench supplies under a hundred bucks. And while I wouldn't ever think of it as a permanent solution or perhaps even a good one, I'd like to make something maybe along the lines of that if it's viable.
I have access to a great deal of PC switching power supplies, ranging in quality from junk to 88+ efficient or sometimes better. Obviously these things can handle a great deal more amperage than 1A @ 12v, but sometimes you might want 24V or 30V etc, and from what people have said these are pretty 'dirty' power. I also have a lot of laptop supplies around, but these are of course 18.5-19.5V generally, i even have a few bigger ones able to output say 6-8Amps. But Really where to go from there I'm not sure.
I thank you all for the advice, it's given me a lot to read about. I'll hopefully have some more informed questions before too long.