Don't forget to price in the heatsinks !

Power wasted = (Voltage in - Voltage out) * current. Calculate this for worst case.
Required thermal resistance of heatsink = (Max heatsink temp - Ambient temperature) / power wasted. Say, ambient = 20degC and you're happy with a heatsink temp of 40degC then heatsink C/W = (40 - 20) / power wasted.

N.B.
Check the regulator data sheet for the minimum dropout voltage, eg LM338 requires Vin to be at least Vout + 3v
Check the regulator data sheet for safe operating temperatures.
Check the regulator data sheet for info on the inbuilt current limiter.
Double check the heatsink data sheets to see if the quoted C/W is for natural convection or when used with forced air (ie a fan)

My personal thoughts on this design: attempting 21v range on a high power linear regulator is stupid.