In my opinion, safety is #1 regardless of cost.

*Fuses* - If you are bringing line-voltage into your clock, use a UL-listed 
power-entry module with an IEC connector (for the power cord), and an 
integrated fuse.
If you simulate your design, you can calculate the RMS line current under 
max-load conditions.
'Kill-A-Watt' devices are fairly inexpensive and will measure RMS current 
for you on a finished project.
>From there you can select a fuse; be sure to review the manufacturers 
graphs for current vs time; you dont want too large a fuse because that 
wont protect you.
Too small a fuse will blow over time, or when powered-on when capacitors 
charge-up.
I usually add some small series resistance to limit the peak charging 
current. This is where SPICE simulations are very helpful.
On my first clock, which had no transformer, the series resistors act as 
backup fuses.
If you are using an external supply, think about adding a fuse right as the 
power comes in, even if it's soldered onto the PC board.

*Heat*- 3 things to do here:
#1 - Avoid generating it in the first place.  If you can use a switching 
regulator instead of a linear one, do that. There are pin-compatible 
switching regulators that replace the ubiquitous  TO-220 LM7805/LM7812, 
etc. Anode resistors (if you use them instead of current regulators) will 
generate heat, and need to be appropriately sized. Only my first clock 
design uses anode resistors, and I chose 2W resistors to dissipate 600mW.

#2 - Get rid of the heat. If you need to heat-sink a part, do the thermal 
analysis (not difficult) and only choose devices and heat sinks that 
provide theta JA/JC, theta SA values. Calculate (or simulate) the power 
dissipated in your device, then pick a suitable heat-sink that will keep 
the junction temp well-below the typical 150C *and zero airflow*. I start 
with an ambient temp of 50C and max temp of 100C, and work backwards to get 
a reasonable heat sink.

Lastly, dont trap heat inside your case; leave vent holes towards the top, 
and inlet holes at the bottom. Air will circulate thru the case as the 
temperature rises.

#3 - Keep electrolytic caps away from heat sources, otherwise they can 
dry-out and fail. I use EPCOS caps rated for high-temp applications in 
solar-energy inverters.
Dont forget that electrolytic caps in power supplies will self-heat; you 
can calculate the power from the RMS ripple-current and the ESR rating. 
Remember - The RMS ripple current will likely be higher than the DC load 
current.

I had a small electrolytic dry-up and short-out after 30 years, so be aware 
they dont last forever. Also, *dont* use electrolytics from your junkbox, 
or from surplus dealers. Buy fresh ones.

*Surge Protection*
After the fuse, I have a varistor to absorb line-transients, and a 0.01uF 
cap to absorb very short transients that are too fast for the varistor. If 
something really bad happened on the power grid, the fuse will hopefully 
blow.

Other things
Be sure to use appropriate-sized wiring or trace-widths for the fuses 
behind it. (Dont use 30 gauge wire with a 10 amp fuse). There are 
PCB-trace-width calculators for currents; I suggest this for anything over 
100mA.

Trace-spacing is also important for higher voltages; I review rules for 
anything over 40 volts.

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