What you can do to it depends largely on what type of power supply it is. Linear/regulated? If its neither of those, I'm afraid there's realistically nothing you can do.
IMO, if its just your average wallwart, which are usually multitapped transformers - > bridge rectifier - > resistor + cap to ground - > out, the absolute best modification you can make is to put a voltage regulator in the circuit and up the filter capacitance. You can get regulators in various voltages and they are cheap and readily available. Do some googling to find out what they're about and how they can help you. RS sells them.
Gearhead wrote
The one downside to high smoothing cap values is that the caps draw a lot of current when the unit is powered up. They essentially fill up as fast as they can, which may burn stuff in front of it (not your pedals, the power supply side). The main countermeasure is to put a choke, but these are generally expensive, heavy and not easy to come by at the size you need. So whatever you gain by buying a cheap wallwart, you loose by using a choke.
Yep. But you could also use a resistor, depending on how much current you need to be able to supply. Couldn't you?
