There are also voltage regulators specifically rated for automotive use that are designed to withstand the really nasty spikes that can happen in a load-dump scenario. There's a fairly extensive discussion on designing power supplies for vehicle applications in "Practical Arduino" in the "Vehicle Telemetry Platform" project.
I still haven't got around to putting the schematics up (sorry) but there's a little bit of info about the project here in case you don't have the book:
practicalarduino.com
Jon
"TwentyTen", the Duemilanove-compatible with proto area: TwentyTen (100% Arduino Compatible) | Freetronics