1) Is it posiible to dc output without using transformer?
2) How we can obtain regulated voltage of various value (e.g. 12V) without using transformer?
If you want a higher output voltage you only have to increase the
working voltage of the zener diode to allow for enough headroom
for the regulator. Don't forget to increase the working voltage of
the capacitors accordingly.
If you operate this circuit don't touch anything while it's working,
if you want to know why . . . touch it !
The above circuit will supply around 20-40ma max.... Also, as noted by on1aag, it represents a severe shock/safety hazard. You are better off using a wall wart: You'll get more current; you won't kill anyone; it will be CSA/UL (Canada/USA) approved, so your insurance will still cover you if your house burns down.