[0] Complexity [Linear power supply] Unregulated may be simply a diode and capacitor; regulated has a voltage-regulating circuit and a noise-filtering capacitor; usually a simpler circuit (and simpler feedback loop stability criteria) than switched-mode circuits. [Switching power supply] Consists of a controller IC, one or several power transistors and diodes as well as a power transformer, inductors, and filter capacitors. Some design complexities present (reducing noise/interference; extra limitations on maximum ratings of transistors at high switching speeds) not found in linear regulator circuits. [Notes] 
In switched-mode mains (AC-to-DC) supplies, multiple voltages can be generated by one transformer core, but that can introduce design/use complications: for example it may place minimum output current restrictions on one output. For this SMPSs have to use duty cycle control. One of the outputs has to be chosen to feed the voltage regulation feedback loop (usually 3.3 V or 5 V loads are more fussy about their supply voltages than the 12 V loads, so this drives the decision as to which feeds the feedback loop. The other outputs usually track the regulated one pretty well). Both need a careful selection of their transformers. Due to the high operating frequencies in SMPSs, the stray inductance and capacitance of the printed circuit board traces become important.