I don't know which video or Dave's supply you are talking about. But if you want to do it right, power supply is a very deep and difficult subject. Noise, ripple, temperature coefficient, transient, etc, etc, etc.
On the other hand, there are many easy kits available that mostly use 3 terminal regulators. For many hobby projects, those will do just fine.
If you don't mind old and heavy, HP's variable power supply 0 - 40V 1.5A dual channel types are available for 20 dollars or so, if you can find them locally. I have a stack of them but shipping would be prohibitive. I don't know how old is old, but is there something you need improvement? Is this for fun? Otherwise, usable ones are available cheap on Amazon.....