Designing wide range variable power supply using linear regulator is easy, but suffer terrible efficiency when it should regulate 60 Volt constant source down to 5 Volt or lower, the efficiency would be 5/60 or 8.33% at maximum effort, really bad. Using switching technology, the efficiency can be kept around 70% , and can be higher for the lower input-output voltage difference . Here is a very simple switcher based on LM2575 integrated circuit, gives you a simple but effective design:
The output voltage can be varied in wide range, that great for your lab or workshop. This variable power supply has very low component count, and and very low cost to build. An optional filter (in the dashed line box) is recommended fro the best result, give you a very clean voltage source. You can place this whole variable power supply circuit in a grounded metal box, a simple and effective way to prevent EMI radiation and avoid FCC rule violation [Source: National Semiconductor Application Notes]
