I like a total dork manged to put 12v down the 5v out line on my pro mini, and let some smoke out.
When you did this - was the power on the line?
I ask this, because what should have happened was:
1. All power is off and disconnected from the Arduino (and circuit, as needed).
2. You turn on your power supply, and adjust it for proper voltage(s) and current output.
3. You turn off your power supply.
4. You hook up your circuit to your Arduino.
5. You hook up the wires for power to your Arduino (and circuit, as needed).
6. You double check everything: Verify that all wires are in the right place, nothing isn't touching where it shouldn't, etc.
7. You triple check everything: Again - verify your connections. Are the power wires for the correct voltage hooked up properly?
8. You cross your fingers...and apply power.
Ultimately, steps 2, 6 and 7 should save you from making such a mistake. It isn't foolproof, but it is certainly better than having live power wires of unknown voltages dangling around. You should never hook up a live power source to a circuit; you should instead hook it up, then -turn it on- (after verifying connections). You should also avoid "probing around" in a live circuit with your fingers or with a test meter/tool. If you must probe with a test meter, use only a single probe (with the other probe connected to whatever other test point or ground point is needed for the testing). Keep your other hand away from the circuit (this is called the "one hand in pocket" rule).
Now - you may think all of this is overkill - after all, it's not like you'll hurt yourself with 5-12 volts DC, right? In general - no. But get into the habit now - because you might find yourself "playing around" with higher voltage circuits in the future - and in some cases, you won't generally get a second chance if you screw up on them...