Nice schematic. You might want to post this on the Xylotex forum but here's a few comments;
The Xylotex driver has a max of 2.5amps so you can size your Power supply to that. Note that at 2.5a you won't get the motors full 269oz/in which are rated at 2.8a.
If you expect to be running all three motors at the same time at full load then, theoretically, you need 2.5a x 3 or 7.5a. In practice this doesn't usually happen and so around 5a would be ok. As a guide note that the power supply sold by Xylotex is a 24vdc 4.5a supply.
The LM338 Regulator and its extra components are an unneccessary complication and may be a problem. Supplies for stepper drivers don't need to be regulated. If you have yet to buy the parts simply get a transformer of the correct secondary rating and drop the LM338. If you want 24vdc then that's about 17vac, if you want 30vdc then that's about 21vac. The Xylotex would work well anywhere within that range.
If you have the components then note that as drawn the transformer secondary is 30vac, the VDC after the rectifier with a 30vac input will be around 42vdc which is just over your capacitors ratings and over the max input range for the LM338.