I built a power supply for a customer's radio a week or so ago.
You can use junk box parts as nothing is really critical. Rather than using back-to-back transformers, because of the availability of small cheap high value capacitors you can use doublers, triplers etc to push up the HT voltage. The case is the only problem, but that was easy as I have lots of defunct computer power supplies which not only provide a nice metal case, IEC mains socket, connecting wires and even HT smoothing capacitors and diodes etc. Mine needed 2 volts for old battery valves so I used a cheap 317T regulator. I took the precaution of adding HT and LT fuses and a 3 volt zener diode. It worked perfectly with no hum. I didn't need a grid bias supply because this was dealt with in the HT negative circuit in the radio, but because of the almost zero current drain a PP3, some AA cells or something suitable is no hardship. construction details below (scroll down to the end of the page). The HT choke is a wound component from a computer PSU but isn't an essential part. Choice of transformer VA rating should be made using the current drain and voltage requirement of the set. You can use a ballast resistor before the regulator to suit the transformer output to keep 317T dissipation within spec.
http://www.radiomuseum.co.uk/mm368.html
Allan G3PIY