Linear and switching supplies can both be designed to do the job for the intended application and there is no magic in either one. For DIY it is possible to design and build a good linear supply from a handful of parts, for a switching supply that is not really possible and you need to buy a "module". The main advantage of switching supplies is that they are cheaper, more efficient, and don't require a transformer. Linear supplies, because of their transformer provides isolation from the mains, can potentially make them more damage tolerant and longer lasting. For an audio amplifier there is no audible difference as long as they are properly implemented.