I started out with a set of PCBs and panels from Rick Holt, at Frequency Central UK. They are all well laid out, with very nice bills of material and even links to online stores carrying most all of the things needed. The only real issue I have are the trimpots recommended -- if I were to do them again, I would use Bournes 3362 style trimpots, not the el cheapo ones, as I find that the stock ones break too easily. The only part I had trouble with was the 7905 negative regulator, which I wound up getting from RS Components.
Rick's Electrocardiogram VCF is interesting -- it's a diode ladder filter, fairly acid-y in sound, but the really fun part is that, rather than boring old signal diodes, Rick went for light emitting diodes, instead! So, as more signal pumps through the core of the filter, the LEDs brighten up more, and shine through the front panel. Groovy, baby!
I initially put together a PSU on perfboard, all bodged together far too close together and with no heatsinking on the regulators. This was based on Ray Wilson's simple wallwart PSU from Music from Outer Space. The bus boards distributing the power was simply made from veroboard using un-keyed 2x5 pin headers... really not good. I still use this case as an overflow case.
Later on, I scrapped the perfboard PSU entirely, and got some new PCBs for the MFOS Wall Wart PSU fabbed by OSHPark, with lots of space on it, and, more importantly, space for some heatsinks! The heatsinks made a huge difference -- with no heatsinking, tightly packed between capacitors, I was getting horrible voltage sag under load of more than a volt, if memory serves me correctly. With heatsinks, it was a pretty bulletproof +12VDC and -12VDC.
The skinny wire (and ribbon cable as a conveyor of relatively big current) was not a good idea. (I was still learning! Actually, I am still learning.) This was later replaced with thicker wire from the PSU board to the distribution board.