The regulators have a 4'C/W thermal resistance (j-c). Assuming that you do use a centre tap for low output voltages, say, 18V in to 9V out, you will have a 9V drop. Drawing 0.5A will produce a power dissipation of 4.5W. A typical heatsink and fan solution may have a thhermal resistanece of 1'C/W (c-a). Thus there is a j-a resistance of 5'C/W. At 4.5W, this is a 22.5'C temperature rise above the heatsink's ambient temperature.
Ultimately, please be careful when using moderate to high currents at relatively low voltages. Remember, this scenario is assuming you have a low tap to supply the lower voltage. If you don't, the power dissipation will be even higher (more than twice) and I havn't considered case to heatsink (c-h) resistance.
Furthermore, please be even more careful with your mains wiring.
All the best!
<b><i>ylp88 </b> </i>