/diy/ - Do It Yourself

>>1666040
Depends on what it's for. If it's meant to be a general purpose power supply then what >>1666056 suggested to leave it floating isn't a bad idea (though I'd add a switch to toggle the connection), but if it's a dedicated supply for powering a circuit, especially a more sensitive analog or high-speed digital circuit, having a grounded ground plane can be quite beneficial.
Also you can use two diodes to turn an AC source into a ± dual source (pic related), in which case you're less likely to stack the supply with another. Having to use twice the capacitance for the same ripple rejection is a small price to pay. Throw an LM317 on the top and an LM337 on the bottom and you've got yourself a half-decent variable PSU for pretty cheap.