Ok,
so yes all is good.
I'd probably put a 100 nf capacitor on the outputs in parallel with the output capacitors,
what sort of current you looking at ?
the 24 volts ac is going to rectify to something like 19 volts dc, ( its something like that )
so your dropping 15 volts to the 5 volt output,
if thats at 250 mA, your dissipating 3 plus watts in the regulator.
hence question about dcdc.
you could also look at an ac:dc switcher,