Use bridge rectifier at transformer secondary like W02G. The use of 7805 is not necessary and its output will be 5V not 3V. Also, its efficiency is less than 60%, u will end up wasting power but it will cost less and good for testing purposes, instead use switching buck regulator, it will give efficiency of 98%, and advisable to use in applications.
While using buck regulator, make sure the surge currents meets the xbee module specification and do add big electrolytic cap of 2200uF for heavy surge requirement of module if any.