1st:
C2 and C6 put input ripple to the regulator reference
These capacitors need to go to GND of the circuit, not the regulator IC.
2nd:
You set up the output voltage by adjusting the voltage at the GND pin of the regulator IC. But this setting relies on the GND current of the IC. This current will vary with temperature and load current. So this design is not usable.
Use an adjustable regulator like the
LM317 (positive) and
LM337 (negative).
If you stick to the 7805 and 7905, use an OpAmp to set a defined voltage at the GND pin of the regulator.
3rd:
Use another transformer. 15V (rms) are 21V(peak) at the capacitor (C1, C5), regardless of the size of the capacitor.
If you use the LM types I recommended, you need at least 3V across the regulator foroperation. This translates to 28V (min) at the capacitors (C1, C5) for 25V output. Allowing for ripple and tolerances, I's set the capacitors operating voltage at 30V. 30Vpeak is 21V rms, so your transformer should be a 230V / 22V type. The electrolytic capacitors should be rated at 36V or higher.
4th: Follow Steve's advise regarding the heatsink (he beat me to a mere minute with his reply)
