yeah, this actually makes for a nice little design project. i made myself a +/-15VDC_variable and +5VDC_fixed supply as diversion during my senior design project. some things to think about here.
what are your specs? that is, how much current? this will be a huge limiter on your design, so consider carefully how greedy you want to be. what is your max voltage? and what is your min voltage? that 117/317 is only going to go so low.
now, like Berkeman says, your input voltage needs to be a volt or three above your max output voltage. err on the high side because line voltage varies. subtract min output voltage from input voltage. as you can see, this is going to be at least 15 volts or so across the device. at 1 amp, that's 15W of heat you have to dissipate. at 5 amps, 45 watts. this will determine what package you use (TO-3 for high power, e.g.).
once you've picked a power and package (don't forget a heat sink), if you don't just pick an appropriate wall transformer, you'll need to design it. which for me meant a full wave rectifier. that is a design project in itself. high current means big honkin' step-down transformers, big ole diodes, and big capacitors. this probably isn't a lot of help design-wise, except to say that being greedy on the initial specs can get big and expensive on the design, especially if you're buying parts instead of salvaging them. if you're more interested in the product than the process, you can probably buy an equivalent PS for less than you can build it.
as for design help, it's usually better to have the whole databook, but i imagine those are harder to get hold of now. within the databooks, they have application notes, which are design templates. and not that I'm promoting this supplier (actually, i don't think i prefer them, it just googled easily), but this page has some notes in addition to datasheets. http://www.national.com/mpf/LM/LM317.html for notes on rectifiers, see notes in a diode databook.