retrolefty:
So my question is, do you think this will work? Advices and warnings will be appreciated. I want to make sure I'm on the right path for powering my project
Thanks in advance
That appears to be a very viable power plan to me. I've used one of those Asian adjustable switching regulators and it seemed to work just fine.
I've bought a few of those as well, had no problems so far. I don't run them at full load though...
The rest of it seems complete overkill. The Arduino Mega will work with 12V and has built-in regulators for 5V and 3.3V.
If the current requirements are too high for the Arduino's on-board regulators then I'd use external voltage regulators for the 5V and 3.3V supplies. The 9V supply isn't needed, Arduinos are happy with 5V supplies connected to their "Vin" pin.