I am designing a guitar pedal using OpAmps, and i need to feed them with +6V and -6V (beucase the musical signal is senoidal centered in 0V). I need to use a 12V DC PSU for the pedal, and i need to convert to positive and negative voltage. If possible it would be better if it was +12V and -12V but if its not possible i can work with +-6V. I also need this to be reasonably simple and cheap. Thanks!
Ground is an illusion. We choose a node and decide we're going to call it 0V, and give it the magical name ground. If you create a reference of 6V from your 12V supply, and call it ground, your 12V supply just became +/-6V.
Of course, ground is also assumed to be low impedance, so you'll have trouble if you create it using a 100K voltage divider and then try to use it as a current return. Because of that, we generally call it Vref, and thus remember to take into account its current limitations relative to the supply.
If there's a DC offset between Vref and your I/O, capacitors will resolve it nicely.
I'm assuming you mean +/- 6 V from the body of your question, rather than +/- 5 V from the title.
There are a number of ways to achieve this, depending on both your budget, and power budget. You probably don't need a huge amount of power for this application, so the easiest route is probably TI's TLE2426 rail splitter IC.
A second option is something like the following, the Virtual Ground node isn't really 0 V, it's +6 above the GND node, but you treat it as your 'virtual ground' and the actual ground node becomes -6 V.
If you need to sink and source more current than the opamp can supply you can add a buffer (such as TI's BUF 634) which is an expensive option, or put a push pull stage within the feedback loop.
You could also AC couple and bias your signal to +6 V so you don't need to worry about the negative supply.
If you're feeling really lazy (and can afford ~5USD a board), Tracopower (and competitors) make DC-DC converters which will do this. My go-to is the TMA0512D, which will give you +/-12V from a 5V DC supply (ie USB). They do a bunch of different input and output spec versions.
They're isolated, but connecting input ground to output ground is perfectly acceptable. They're also quite noisy, so you'll have to do some filtering to the power rails.