You never said what voltage or current range you need,
For the cheapest you could get away with, find an old ATX power supply, and you have moderate current 3.3, 5 and 12V, (dont try using the -12 or -5 rails on older supplies there only good for a few mA at best)
if you want more control than that, then grab a transformer (remembering the rectified voltage will be about 1.4 times the AC voltage of the transformer) and make up a lm317 (or lm317/lm337 on a center tapped transformer for split rails) supply, remembering every volt not used has to be burned up as heat,