Thanks for that tip!! I was about to do the same thing. I would have been unhappy.
I would use the onboard regulator if it wasn't such a crappy, underrated, linear "POS".
Edit: I guess nobody that builds these got far enough in the voltage regulator datasheets to find this:
http://www.national.com/mpf/LM/LM2595.html
My second remark above is a little harsh. I did not mean that as derogatory as it appears. The regulator is fine for a Mega with no shield and a supply voltage less than 10v.
But my Mega with an ethernet shield and a power supply of 9v, and in just a few seconds, the regulator is too hot to touch. At 13 volt supply (minimum automotive) it would get twice as hot. 