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Get three regulators with ADJ (i.e. adjustable) output, e.g. LM1117-ADJ. Or use 12V as your main source, then regulate 8V from 12V and 5V from 8V. There are lots of ways and combination to do that, depends on your current requirement.
For high current you can use transistor the liner region. Not so good that switching (because you will need a good dissipater, and have big loss here) but like this you avoid the noise problem. So, the choice depends really on the application requirements.
Another point to be considered is the noise immunity needed on each branch. If you chain regulators and the 12V is used for inductive loads (relays...) you'll get lot of moise on other voltaga lines, as the input of the following regulators will be very noisy and unclean. Although linear regulators have some 60DB riplle rejection it is better to start with a clean input. A simple design will input 15-17V DC unreg. This voltage can be apllied to the inputs of all 3 linear regulators (7805/12/08). It is true that you loose power on the low voltage regolators as you have to disipate circa 12volts times the output current but with the aid of a simple heatsink it will work OK. In any case there are hundreds of circuits that can do the work. You should be more specific with your request.
I have to agree with scatgat. The 7812, 7808 and the 7805 would be the simplest way to achieve what you are looking for. Since you are using this in a cct (closed circuit television??) setup up I would expect that the current requirements are not that large. I do know that the 7812 can handle up to 1A. The others I'm not sure about but wuld expect them to be similar. You should be able to find the specs through this site.
Thank you all..i think the 78XX solution is the best thing for my application till now but i'm still searching and studying my circuit because untill now i dont know the exact current requirment..thanks again for all of you
I think the best solution is using 78xx and if you need fixed current, put a resistor to limit current in lower voltage, like 5V or 3V, and reduce dissipation.
If you cascade the regulators you'll have a Power regulator to 12V, for example, becouse it 'll supply the current for all the others bellow it. Use regulator in parallel, not in cascate.
To produce fractional voltages or a varialvel one use LM317 and a Pot or insert diodes between Pin2 of 78xx and ground. Each diode increase a 78xx from closelly 0,7V.
Good Look and don't forget to use a 100nF cap as GrandAlf told you.
If use diodes to elevate voltage, cap is a must.