How to build a voltage regulator?

Building a voltage regulator is somewhat difficult

unless you have at least a little bit of experience with electronics.

Look at a book on power supplies (before you buy it)

and if you think you will be able to follow the

diagrams and instructions it contains, have at it.

Otherwise, you'd be better off with an AC adapter that has

switchable output voltage.

Some have as many as 9 choices, viz:

1.5, 3.0, 4.5, 6.0, 7.5, 9.0, 10.5, 12.0, and 15.

There may be one with a 13.5V setting, but that value is extremely rare --

it would be used for something that otherwise operated from 7 1.5V cells.

However, it would be a good match for something that was designed

to operate from a nominal 13.8V supply, such as a car radio.

You can use a rheostat like is used to replace a wall switch to make it a light dimmer. You don't say what kind of voltage you are using (as AC or DC) though it won't matter. They come in different wattages, so just pick the right size. They are self contained, so all you have to do is hook up the two ends. You can get them from any electrical parts house.

Can't you just use a 9V AC adapter?