Why are power supplies almost always made using through hole components?
Because PSUs use many big lumpy parts that are not SMDable and/or need good mechanical fixing. Also, for minimum cost they like to use single-layer PCBs - TH is a little more amenable to this as parts act as jumpers over tracks. TH parts can be machine-inserted - e.g. http://www.youtube.com/watch?v=eOQ3pZkKX24 (30kparts/hour!)