Well, congratulations on completing your first homebrew electronics project!
A few suggestions for tweaking the build, or for your next project:
I would recommend using heatshrink tubing for the three connections to the LM317 (isolating each one individually), instead of the hot glue you have applied. If these wires should short against each other, or against the heatsink, that could cause the full input voltage to show up at the output, killing your connected load. Better to play this safe!
A similar suggestion regarding the rectifier PCB: Is its bottom well-insulated, or could it short against anything (e.g. the input jacks) if it moves around? Also, I can't see a big capacitor behind the full-wave rectifier. Is there one hidden underneath? The one on the vertical board seems a bit small. The LM317 will do its best to keep the output voltage stable even if its input has AC fluctuations, but the rectifier and capacitor need to at least make sure that the unregulated voltage never drops below the minimum needed to provide the desired output voltage. Do you have access to a scope to check the ripple (AC component) on the voltages?
When using the power supply with a high input voltage, low output voltage and significant current, you probably have to keep an eye on the internal temperature. At 30V input, 5V output, 1A current, the heat sink would have to dissipate 25W. The heat sink seems to be fully enclosed in the case? In that configuration, it would probably get quite hot quicky, since the heat can't go anywhere. Bench power supplies often have the ribs of the heatsinks arranged out in the open, on the back of the enclosure; or they use vents in the enclosure and often a fan for forced air flow.
Finally: One thing you have probably learned from this project is that mounting and wiring up the various independent components -- multiple PCBs, input and output jacks, potentiometer, regulator and heat sink -- tends to take a lot of time, can be a hassle, and is error-prone. As you gain more experience with the circuits you design, it pays off to plan ahead a bit further: Think about the arrangement of components in the enclosure, arrange them all on a single PCB (where it makes sense -- there are many well-justified exceptions to that recommendation), think about how to attach your PCBs to the enclosure etc..
But that's for your next project! Have fun with your LM317 supply, and with whatever you build next!