Second power supply - how to feed the power to the components?

Hi,

i saw that the Mega can handle around 1A with 7 volts.
If i look how many I/O we have and if i think about adding some shields,
then maybe it's not much.
I figured out how to feed 1Wire stuff with an extra supply.
I also see allot about on how to do it for servos.
But how to do it for the other stuff like LEDs from optocouplers?

could you explain your question in much more detail?