Filtering characters to just return numeric characters in a string?
To use regular expressions, you would need to use a SQLCLR function. Solomon Rutzky has created a library of useful CLR functions called SQLsharp. The free edition includes several regular expression functions including RegEx_Replace4k as used below:

SELECT 
    M.mob,
    numeric_only = 
        SQL#.RegEx_Replace4k
        (
            M.mob,  -- Source
            N'\D',  -- Regular expression
            N'',     -- Replace matches with empty string
            -1,     -- Unlimited replacements
            1,      -- Start at character position
            NULL    -- Options (see documentation)
        )
FROM #MOB AS M;


This produces the output shown below:

╔═════════════════╦══════════════╗
║       mob       ║ numeric_only ║
╠═════════════════╬══════════════╣
║ (00) 1234 5678  ║   0012345678 ║
║ +61 012 345 678 ║  61012345678 ║
║ 1234 5678       ║     12345678 ║
╚═════════════════╩══════════════╝


Regular expressions are a bit overkill for this simple requirement, so writing your own CLR implementation to just remove non-numerics would likely be even faster. Nevertheless, I have found the library function above to be as fast, if not faster, than the best T-SQL implementations (T-SQL string manipulation is rather slow).

For a T-SQL implementation, see Splitting Strings Based on Patterns by Dwain Camps.