LM317 & LM337 datasheets
Those are good choices form simple adjustable supplies.
You don't *have* to use a 240 ohm resistor, a 220 ohm or 270 ohm is fine although it will change the maximum output voltage a small amount.
In this case I would extend the left end of the board an inch and have two 1,000uFd caps wedged-in between. Then the 0.1u caps may not be essential, but are too cheap/small to scrimp.
Yes, it's not good to skimp on those. Especially today where the parts don't quite behave like the originals.
An interesting thing about the input caps, not just for the LM317 but for others, is the distance from input caps is sometimes not specified and sometimes is it is. Like the National semiconductor datasheet indicates the input cap isn't required when the distance is less than 6 inches from the input caps, whereas On-Semi and Fairchild only say an "appreciable distance".
Another finer point is the negative regulators often have different input and output cap requirements than their positive counterpart. I haven't checked but in the back of my mind I'm quite sure the LM337 is like that. You should check it.