Good, you're on the right track.
The load is non-linear so the AC waveform will be distorted slightly.
You've set the mains voltage incorrectly.You need to set Vin to the peak voltage of the mains in your area, not the RMS. Refer to my first reply to the thread and Google, if you don't know what RMS and peak voltage are or how to calculate them.
What's the total current you're planning to draw, including all outputs?
If it's higher than 1.5A or so, you will need to use some diodes with a higher current rating when you come to build it. The 1N4007 is only rated to 1A but it should be fine up to 1.5A as the diodes only conduct for half a cycle but you shouldn't push beyond 1.5 times the continuous rating.
If you want to limit the current from both the 12V and 5V outputs, you could connect the 5V regulators to the outputs of the 15V regulators. This will reduce the power dissipation in the 5V regulators and improve the ripple. On the down side, the maximum current from the 12V and 5V combined will be 1A.