The first thing to build is the power supply, because this is the foundation of everything else, and without power, you can't test anything.
I assume you have received your printed circuit board and are eager to start. First, start by populating all these 100nF 0805 bypass capacitors:
C1, C2, C3, C4, C6, C8, C11, C21, C22, C23, C24, C25, C26, C27, C28, C29, C30, C32, C33, C34, C35, C36, C39 C40, C41, C42, C43, C44, C45, C46, C62, C68, C73, C81, C86, C88, C99
Tip: print out this page and look for a capacitor close to almost every IC, that's the bypass capacitor. Check it's on the list, solder and cross it out. C2 and C11 are on the solder side of the PCB!
Choices, choices! Power location and switch types
The secret to powering everything from a wide range of voltages is the use of a switching voltage ("Buck") regulator, which converts a voltage from 8-16 V (and more) to 5V with over 90% efficiency, so it doesn't turn all the excess voltage into heat. It is located towards the rear of the PCB and consists of relatively few components.
Now it's time for the first choice: where do you want to place the power jack?
Power jack location
The power jack of choice is called "DC10LP" or "FCR681465P" from a company called Cliff. The nice thing about this connector is that it works with both 2.1mm and 2.5mm barrel plugs. The jack (J2) can be mounted at the rear of the board, which is perfect for PAL boards, but for NTSC that location is not ideal (you could just solder the cable there, but I don't recommend that). For NTSC boards it's better to mount it towards the front left of the board, near Controller jack 2. This is where Coleco puts the wires for their power supply jack. And just like Coleco, you can opt not to put the power jack on the board at all, but just run two wires towards the location of the Coleco power jack and even use a totally different power jack altogether.
Populate D22 (MBRS240) close to the jack location you chose (there are two D22's on the board!). It doesn't hurt to populate both though, they are not mutually exclusive.
Power switch
Another choice you can start thinking about is the power switch. You can reuse an original ColecoVision switch, and since it's only used to control the buck regulator, it's sufficient if either side of the switch works, they are wired in parallel now.
But if you don't have one or yours is not rebuildable, you can use a switch called MFP201N from Knitter, available at RS-components. With a 3D printed adapter or some hot glue it can be made to work with the original Coleco plastic actuator.
Solder that buck!
Next is the buck regulator. When shopping capacitors, go for low ESR types and spend a buck more to get long life ones. Now solder these components in the order given, which makes life easier (lowest to highest):
R63 47k 0805 resistor
C85 100n 0805 capacitor
D23 MBRS340 Schottky diode
U21 LM2576T-5.0 (switching voltage regulator)
L2 22uH 2A inductor (e.g. Fastron PISM-220X-04)
C84 1000uF/16V FT-V
C82 100uF/16-PD capacitor
C87 100uF 25V capacitor
L1 150uH 2A inductor (e.g. Fastron PISR-151X-04)
If you want a power LED, also solder the LED (standard 5mm, red LED) and R64 (330 Ohms, 0805).
Auxiliary power
With our ColecoVision board we no longer need -5V for RAM, but due to the way CV controllers use diodes, a small negative offset voltages is needed, so these components take care of converting 5V to -5V:
U24 ICL7660CSA
C50, C51, C52: 10u/10V 0805 capacitor
Testing, testing...
Now it's time to run the first test! Verify power switch is off, insert power supply (min. 500mA/12V) into barrel connector.
Turn power switch on and measure voltage at TP19, it should be 5V +/- 10%
Verify -4.7 to -5.3V at TP3.
If you soldered a LED, it should be lit. Using the power switch, you should be able to turn the unit off and on (verify at C82 or just watch the LED.
Some comments
The power supply is laid out for much more current than the circuit actually needs. It can deliver in excess of 2 Amps when the circuit only draws 0.6 A (without cart), and even with the Expansion module #1 it's only 0.8 A (without cart). But who knows what expansion modules people come up with or how much 3 1980's 8K EPROMs can draw. Either way, it's good to have some safety margin.
Why do I mention this? Well, if you don't want to ever add expansion modules or have trouble sourcing components, you can also use the LM2575-T5 (U21), MBRS140 (D23) and PISM-331X-04, and it'll work just fine, just won't have much power available for added components.
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