Comparison of Eurorack DIY PSUs

Power supplies
A good clean power supply unit (PSU) is the most important part of a modular system. A proper linear power supply and good distribution makes a big difference to the stability and sound quality of the system. Switch-mode power supplies are smaller, lighter, and much more efficient than linear power supplies but produce more noise on their output.

Safety
Unless you're qualified to work with mains electricity ready made external transformers are safer. Also remember charged capacitors can deliver quite a jolt.