Hello,
I'm quite new to transformers. If I needed to make a 800W AC to DC PSU, how would I choose the transformer? I've looked at 800VA transformers and they look massive and are very expensive. I feel as if I don't need such a high power factor but people seem to use W and VA interchangeably so I got confused. Also, I see power supplies that can deliver 800W+ with relatively small pcb mounted transformers. How? And how can I find transformers which can achieve this? Thanks.
Sorry for my bad English.

 

High power mains transformers (50Hz or 60Hz) are big, heavy and expensive.
Note that the AC power needed (= transformer VA rating) will be higher than the DC output power. See: http://www.sowter.co.uk/rectifier-transformer-calculation.php

The small PCB mounted transformers will be part of a switched mode power supply (SMPS) where the mains is rectified and chopped into a high frequency before being fed to the transformer. This allows smaller and lighter transformers to be used at the expense of circuit complexity.
https://en.wikipedia.org/wiki/Switched-mode_power_supply

 

What actual ratings are you after? More info would make the replies easier.
It sounds like you don't have much experience in electronics.
I would suggest you start your electronics building with something smaller. Building high power stuff has some traps and anything mains related is quite dangerous. If you are not up to it, please get some local qualified help.