Here are a couple of links that I found useful. I'll update the list as I find new sites and please let me know if you know projects that should be listed here as well.

Let's start with HaD.io projects. A quick search results in

• #ATX power supply conversion for bench usage
• #ATX Benchtop Power Supply
• #Bench Power Supply - ATX PSU Adapter
• and you might also want to check out @davedarkos take on the topic here, here and here

For the next links there's probably going to be some overlap with references from the above projects but I'd like to mention them nonetheless.

If you have googled the topic you might have come across Phil's video about the topic. There's also some more information in the video description. While on the topic of videos, this one makes a good point why a conversion might not be the best idea.

Now for some detailed tutorials over on intructables:

• Very nice build in a case with swappable PSUs (I think this one was featured on HaD)
  
• A minimalistic approach
• More tricked out with adjustable voltage
• This one has a lot of information on the topic
• Based on a breakout board
• I really like the form factor of this one

These are some links that might be useful for adding features like adjustable voltage and digital control:

• http://www.instructables.com/id/How-to-Build-a-Bench-Top-Power-Supply/?ALLSTEPS
• http://www.instructables.com/id/Variable-0-12V-Digitally-Controlled-Power-Supply-u/?ALLSTEPS
• http://www.instructables.com/id/Mini-adjustable-power-supply/?ALLSTEPS
• http://www.instructables.com/id/DIY-Small-Bench-Power-Supply/?ALLSTEPS
• http://www.instructables.com/id/Mini-Adjustable-Voltage-Regulator/?ALLSTEPS

This post about the efficieny of switching voltage regulators is also quite interesting.