If you are using transistors and regulators in a TO-220 form factor, you will need the correct mounting hardware. This web site has the details for several different heat sink form factors, starting with the TO-220:
Basically, you need SAE #4-40 machine screws, nuts, washers, and lock washers. It should be much cheaper to purchase these parts from a local hardware store than to buy small batches of them from somewhere like Digikey.
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