"This power supply is currently powering a very sensitive ham radio device which can't be used with other power supplies due to their radiated electromagnetic noise. Once one of its output pins was grounded, this supply radiated no more noise than a battery."
"I like the transformer style as it causes no interference with my HF amateur radio gear. It is versatile with the switchable voltage. It is small enough to go in tight places-- still with enough air flow, mind you! Reasonable price too."
If you don't want to build your own power supply with a toroidal transformer, then this might be one of the better options. It does 3V, 4.5V, 6V, 7.5V, 9V and 12V output. Unfortunately there's no 5V, but you can probably get away with using 4.5V or 6V in some cases. I also didn't find a European version.