You can also look for LD1084 , LM1084 , or anything with 1084 in the name .. these can do 5A with good heatsink. LD1085, LM1085 , *1085 can do 3A.
No matter what you pick - and I already explained it to you - linear regulators dissipate the difference between input voltage and output voltage as heat ... number of watts wasted is (Vin- Vout) x Current ...
Stop trying to use use a simple transformer that will give you 30v dc at the input and use a transformer with two secondary windings - use just one winding when you need lower voltages, connect both windings when you want higher voltage.
For example get a 24v AC transformer with center tap or two separate secondary windings .. when you connect just one winding to bridge rectifier, you get 15v DC, when you connect both windings in series, you get 30v DC. So when you want to have 1.25v - 12v you use just the first winding, when you want more you connect both windings in series.