Sikter:
Do I need an extra heating tank for it? Or maybe
there is no need for it if the current is less than 1A???
Yes, recommended max current is 2A, and if you add a heatsink, up to 3A 
I recommend you do this, if possible:
  9V -> device
  /
12V -> device
  \
  9V -> device
   \
   6V -> device
    \
    4.5V -> device
So the step down modules won't heat a lot when lowering only few volts