For convenience, reliability and tone I built a nice ps unit that has several separate isolated regulated power supplies. If you've ever tried to power a lot of pedals at once it is a task fraught with peril. This PS scheme removes all the issues and can have a huge impact on tone.

Here's where I got started. Paul Ruby really knows his stuff.
Paul Ruby Amps Pedal Board Project


Here's R.G. Keen's Eight Legged Spyder PS schematic Paul links to. Paul mentions 10 Ohm current limiting resistors and 0.1uf ceramic caps. I left them out, but according to Paul, "I included a 10-ohm, 1W resistor between the output of the 7809 and 10uf output cap. Also, there is often a 0.01uf cap mounted directly to the 7809 between its output and gnd pins to avoid oscillations. As long as the 10uf cap is very close to the 7809 with short leads, the 0.01 is not needed. Same goes for the input side of the 7809." I also used 1000 uf caps instead of the 220 uf.