Voltage  regulation:

The full wave rectifier, followed by the choke-input filter, offers stable voltage under the varying load conditions.  But voltage regulator circuitry is required for electronic devices which are finicky about voltage they get.

Zener diodes

If the reverse-biased Zener diode is connected across output of a power supply, as shown back in the Figure given, the diode will limit output voltage of supply by brute force as long it has a sufficient high power rating.

Zener/transistor regulation

A Zener-diode voltage regulator is not efficient if load is heavy. When the supply should deliver high current, a power transistor is used along with Zener diode to obtain regulation. This greatly reduces strain on Zener diode, such that a lower power (and thus less costly) diode can be used.

Integrated  circuits

In recent years, the voltage regulators have become available in the integrated circuit (IC) form. You connect the IC, along with some external components, at output of filter. This method gives the best possible regulation at low and moderate voltages. Even if output current changes from zero to maximum, output voltage stays exactly same, for all the practical purposes.

Regulator tubes

Occasionally, you will find a power supply which uses a gas-filled tube, instead of solid state components, to obtain the regulation. The tube behaves like a very high power Zener

Figure--   A voltage regulator circuit by using a Zener diode and a power transistor.

diode. The voltage drop across the gaseous tube, designed for the voltage regulation, is nearly constant. Tubes are available for the regulation at high voltages moderately.