Make sure they have decent heatsings screwed on, use silicon paste liberally. I haven't tried it as a headphone amp. Power supplies Their capacity depends on what you plan to draw from them. The more current you need, the more complex it's likely to become. However, since the supply voltage for the IC is fully regulated, it will remain constant no matter what you decide regarding the power supply.
Some people think they sound better than regulated power supplies.
There are so many available projects that I decided not to supply yet another power supply schematic. Use all of it or some of it, if you like. Do remember that the worst place to save money is on the power transformer. As for shown bypass capacitors, please don't change the tantalum caps for some other fancy type. Trust me, if tantalum is good enough for professional measuring instruments, it will be good enough for your and my audio.