So far as I can tell, Radio Shack doesn't carry linear power supplies.
By the way, "linear" is not the same thing as "regulated". If it's "regulated" but not "linear", it's probably a switch-mode power supply. All the regulated supplies RS sells are SMPSes, as far as I can tell. That said, I'm using one of their SMPSes right now, to good effect. Sure it isn't ideal, but the noise is "only" 120 mV max (I've seen it as low as 80) and it doesn't seem to affect the sound of my DIY amps vs. a battery supply.
If you really want linear in a "wall wart" form factor, go to DigiKey or Newark and look up Elpac's WM series. They'll cost in the $30-50 range, vs. the $20 you'll pay for an SMPS from RS. I've got one coming that I'll be trying out soon.