Which voltage is to do what?
For example, a typical specification would be:
5V 100mA
12V 500mA
But it depends on how much current do those relays take and how big are those LEDs?
You can get large relays that take over 2A and large LEDs over 1A or small relays that just use 10mA or small LEDs that just use 3mA.
What about regulation?
Do both 12V and 5V supplies need to be regulated?
A transformer with a twin 120V primary and 12V secondary can be used, the LM7812 and LM7805 can be used on the output after a bridge rectifier and smoothing capacitor. However this depends on your current requirements and which supply needs to be regulated, for example if regulation isn't required on the 12V supply you could use a 9V transformer and omit the LM7812, if you need more current than 1A on the 12V supply and it needs to be regulated then you'll require a booster transistor.
For 120V operation the primaries need to be connected in parallel and for 240V operation they need to be connected in series.