simple linear power supplies

Figure 1
Figure 1 - Full Wave Bridge Rectifier

increasing capacitance / transformer size Larger transformers have better efficiency that small ones, so it is a common practice to use a transformer that is over-rated for the application.  This can improve the effective regulation considerably, but also places greater stresses on the filter capacitor due to higher ripple current.  Excessive ripple current will cause overheating and eventual failure of the capacitor.

full wave rectifier Unlike the bridge rectifier which uses 100% of the transformer winding at all times, the full wave rectifier uses only 1/2 of the winding on each half cycle of the AC waveform.  This leads to some additional losses, since the winding must be double the number of turns of that for a bridge rectifier.  This usually means that the winding resistance is more than double that for a bridge rectifier.

Figure 4
Figure 4 - Full Wave Rectifier

Figure 5
Figure 5 - Full Wave Centre Tapped Rectifier

The above has been excerpted from http://sound.westhost.com/power-supplies.htm