http://www.sparkfun.com/products/595 Is there something like this, only fixed at 5 volts? anything I find on ebay is only rated @ .1 amps, but this one is rated @ 1 amps.
If you look on the Uno R3 or Mega2560 R3 board schematics, you'll find the part you're looking for.
However, don't expect to be able to actually put a 1A load current on those winkie-dinkie little parts. They'll melt.
Given any kind of free choice I'd use a switcher first especially any made from new switchers.. I just bought some 600 mA MCP16301's that should be easy to filter If I had to @ 500 KHz it doesn't take much for caps and it's somewhat faster than any analog process so no worries there.. in an SOT23-6 case they aren't Too hard to stick down for testing and I think that the idea of local power is more appealing what isn't being used can be turned off to conserve power.
in an SOT23-6 case they aren't Too hard to stick down for testing
OP, d_e is talking about switchers here, but whatever you do, DO NOT use an SOT-23 "linear" v.reg. Those parts are much dinkier than even the SOT-223, and will melt even faster. For linear parts, all in all, much better to go with DPAK v.regs, like on the Duemilanove boards. DPAKs are slightly larger than SOT-223, but have a much larger heat tab, and 2X to 3X better thermal characteristics.
Do Not use an SOT-32 Linear regulator unless you have read the applicable data sheet and understand both the device capability and the requirements of the circuit you are attempting to use the device with. An SOT-23 package is capable of no more than 50 mA or so, More than enough for a processor and a sensor, In my case I bought Microchip MCP1703A's because of the small Iq (2uA) and my current requirements for an ATtiny a BT transceiver and a DHT22.