It's another mains-switching project (PID temp controller; you just can't have enough of 'em); I've been using SSRs in the past (may switch to an optoisolator/TRIAC for cost), but more to the point, until now I've used an external "wall wart" to power the Arduino.
That's fine, but I made a kit for my sister who immediately complained about all the wires

So I'd like to simplify the box to put the mains switching and the +5v supply in one box rather than have a separate power supply.
(in other words, a power section with high voltage AC in, switchable high voltage AC out, and then a three-terminal connector coming out which would connect to my Arduino with +5v, gnd, and signal in to the power board for switching, bit like a Powerswitch Tail with a power supply output)
Looking at "mount it to the PCB" SMPS units, the ones I found were $12ish--seems expensive, and I know cheap wall warts can be really cheap. I don't need this to be switching (though the smaller size is nice), but I do want it to switch between 120v and 230v without a jumper.
What's the best solution? I would think a small transformer/rectifier would work great but a touch bulkier and inefficient and I can't figure out how to seamlessly swap the voltage.
I feel like this has to be "solved" for the Arduino community already, but of course power requirements can vary. Even so, I've been reading up on power supply design for hours and my head is spinning.