What is the basic components of a regulated power supply?

Answer 1

Transformer to drop the voltage. Rectifier (4 diodes) to convert the AC to DC and a capacitor to smooth the AC.

Regulated - Add a voltage regulator chip after the capacitor.

The modern power supplied are typically switched-mode. This means the mains AC is rectified, smoothed and then chopped at high frequency. Then follows the transformer which can now be much smaller because of the higher frequency (20Khz instead of the 50/60 Hz)

Answer 2

The regulator IC consists basically of a Zener diode and an op amp, I think.