I'm quite experienced in this area,
I'm a member of a forum where there are lots of members have built these, and thus there are lots of tutorials... But unfortunatly it's all in dutch
Using a PC PSU is much, much easier. But there are downsides:
obviously there's no voltage regulating. You can only use 3.3 5 12 -3.3 -5 -12V.
and a more unknown disadvantage, but nonetheless very dangerous:
When you shortcut the supply (which happens much easier then you'd think) huge currents will immeadeatly flow, because a PC PSU CAN supply big currents, it will allow huge currents to flow when shortcutted. modern PSU's can supply 30A @ 5V !!
When this happens on your breadboard for example, the connections aren't made for these currents, the connections will have enough resistance to make sure the PSU shortcut protection won't activate, causing your breadboard to heat, smoke and catch fire in a matter of seconds...
worst case scenario offcourse, but it is very possible