There are hundreds of schematics out there on the net. There a couple on the "Circuits" section of this web site.
Building one is totally dependent on finding the right transformer. Look at a few schematics to see what transformers they specify. Then start looking for the availability of suitable transformers.
Another consideration is cooling. If you start with a transformer-rectifier-big filter capacitor, followed by a linear regulator, to get 3A at 1V out, you will need to get rid of (35-1)*3 =~100W of heat. This requires a huge heatsink, and maybe even a fan.
This is why most new supplies of these specs are switchers, not linear supplies.