That looks pretty good Potseal but I would do a couple things a little differently.
1.) Substituting an LM350 for the LM317, will allow > 4 amps with proper heat sinking. Since your +12V output is probably pretty beefy, you might as well be able to use more of it.
2.) Your supply is really about 1.25-9+ volts as-built. Should you really want closer to 0 output, you can use 1 or 2 diodes, in parallel with a cap, and then in series with a resistor to the -5V supply. Referencing the low side of the pot to the bypassed cathode's slightly negative voltage, offsets some or all of the 1.25 volt adjustment voltage.
3.) D2 is usually placed across the 240 ohm resistor when using a filter cap across the adjustment pot. The datasheet shows that 10uF gives about a 15dB improvement in ripple rejection. D2 protects from that cap discharging into the adjustment pin. BUT, if D2 is shown as protecting a battery load from causing damage if connected backwards, there should be a fuse before the + output terminal.
4.) While you don't have to use 100uF as an output cap, definitely use at least 1uF, or you risk oscillations with low capacitance loads. The 1uF or more swamps out that possibility.
Joe