The first and I think most important thing you should ask yourself is what I wanna build... I have one quite precise linear power source 15V/1,5A that I've made mysef like 12 years ago (I was 14). It's still good and it was enough for most things I've done so far (especially apps driven from 9V bat, one 12V source, 5V logic apps etc.).
I have some other power sources, with fixed voltage, that I use for other stuff (especially when symetrical voltage is needed, something like -15V - +15V is really necessary, when power is needed, something like 12V/5A will do).
So, if you wanna play with logic, uC and uP, low voltage stuff, etc. You want something like 0-15V about 1Amp.
If you wanna play with audio, symetrical source would be better.
If you wanna build stuff with some mechanical parts (motors, servos), or from discrete components (I'm not sure if anybody does that anymore) you would need something like 0-30/3A.