A low current amp, say a CMOY, Pimeta, other class A/B designs often seen around here, will not need much of a wall wart for AC/DC conversion stage (or only isolation and voltage drop from AC line, wall outlet) of the PSU.
First you'll have to decide what voltage you want your amp to use. 24V is popular, and more versatile than 30V since a few opamps may not like higher voltage and seldom do you "need" voltage as high as 30V (as +-15V rails I mean) except with particularly high impedance, low efficiency headphones.
You can either pick PSU parts according to some ideal for the amp(s) to be powered, according to price or convenience of parts you find that are close enough
to the ideal, or just use what you have at any moment and adapt it as necessary to suit the job.
For smaller amps I like the little wall-warts, ideally anything between 14-24V and at least 200mA current. I like to have (very roughly, +-30% or so) double the current rating expected from the amp when there isn't undue cost or difficulty in finding warts or transformers to suit that job. I don't double in other cases like a power amp (for speakers). By doubling you may find the transformer runs a bit cooler as well, it it a PITA to have to crack open a transformer that's sealed just to replace a thermal fuse buried in the transformer windings (most people would just throw it away).
The regulated PSU from Digikey, assuming it is linear not switching type, appears fine for many amps based on what info we have about it. You could also or instead build an acceptible supply from the HP brick you have.
On a very low current headamp, a self-built or self-added linear regulation stage will have less heat to deal with from any chosen voltage drop. For example you could use the HP 30V brick with a Tread set to 24V output for powering a CMOY without much concern about heat, only a very small 'sink might be prudent, or may not really be necessary at all.
Suppose instead you had a highly class-A biased PPA2 and were also looking to take the HP 30V brick and get 24V out of a Tread. Since it uses multiple times the current, the linear regulator produces that multiple times the heat. Actually a little less than that multiple since the voltage from a wart or brick that's unregulated will drop some with increasing current demand from the load. Previously I posted some numbers that are a good example of that with the HP brick.
Choosing a transformer/brick with a voltage just above that of the desired output from the Tread et al. linear regulator stage (plus 3V or see the chart I linked above to account for the dropout at any particular current) instead of a lot higher, will make heat produced by the regulator, a lower level that is easier to manage.
Not sure if this addresses your question or not Joshatdot, there are multiple ways to arrive at an acceptible result. Since you already have that HP brick, yes it will tend to be among the cheaper options to finish into a (linear) supply. Many people choose an LM317 based linear regulator, one example of which is the Tread from Tangent.
You could design your own on protoboard or buy the board or whole kit from Tangent, or if the application didn't require noise *as* low you could even put an LM7824 linear regulator after the HP brick for a simplier, cheaper design that might even be air-wired instead of needing a PCB. Going with LM317 isn't necessarily much more expensive, it could cost as little as $1 or so, more depending on your inventiveness or parts you already had on hand.
It's up to you, how you want to tackle it. Buying the ready-made wart from Digikey is certainly quicker and easier but if you need multiple warts for several amps it can start getting expensive. There are also some finished linear warts from various surplus eletronics sites for about $4-5 but tend to be only 15V or lower output, often 12V.Example 1
They may not have the type or size barrel plug you want though, and shipping raises prices a lot. I tend to just add some LM7824/7815/etc and LM317 plus suportive parts onto other orders when I run low so I always have a way to build the *next* linear supply I may need without having the shipping costs for a separate order of a couple dollars worth of parts.