Hello bagusdj,
first, calculate all current you need with 5V. Is it more the 1A you need a voltage regulator that gives more than 1A like 78
S05.
That the 7805 is going hot is normal. Calculate the power dissipation.
V
dc = V
AC * sqrt 2 = 9V *1,414 = 12,73V
P
dis = (V
DCin - V
DCout) * I
out = (12,73V - 5V) * 1A = 7,73W
This is only heat, that must take away with a heatsink.
Look for the attached circuit diagram.
View attachment 85958
I hope that helps.
Regards
Rainer