the LM7805 is a great regulator…
I wouldn’t even bother with the 7809, just take the +V and regulate it at 5V. Determining if you need a heatsink or not depends mainly on the output current draw, and also the Voltage difference from the regulated value.
just remember that with that regulator you may draw up to 1.5A WITH a proper heatsink…
My personal expierience is that :
250mA - slightly warm to the touch
500mA - 600mA - really warm **Heatsink considerable
700mA - Def. need heatsink
***one last thing about the 7805:
If you connect the center swiper on a variable resistor to one of the fixed wires, connect one side to the center pin on the regullator (GND) and the other to GND, you change the regulators reference to ground, and can therefore change the ouput voltage to a variable state. This is helpful when you really need to tweak on sensitive things.