I had never heard of DC/DC converters before Heke's post, but now I see lots of options including these: http://www.adafruit.com/products/1065
Adafruit only carries the 5V and 3.3V versions of the above, but it seems like I would want the 9V version (TSR 1-2490 http://www.adafruit.com/datasheets/tsr1.pdf
) if I am going to connect it to Vin
And I'm curious, other than heat and inefficiency, what is wrong with the 78xx regulators for this type of application? I see that they are terrible with large voltage differences between input and output, but are there other reasons not to use them?