What are best in your case would be DC to DC switching regulator modules. As you are working with battery power the efficiency of any voltage conversions should be as high as possible to extend battery duration, so simple linear regulators like 7805s and other voltage values are not the best choice, too much battery power wasted in heat dissipation in those type of voltage regulators.
So your task is to decide what output voltages you require and what the maximum current draw you require for each of those voltages and select the regulator modules to support that requirement. Note that you may want to use more then one regulator of the same output voltage so that say your servos are getting their +5vdc from a separate regulator then some other parts of your project that also require +5vdc, that way it might be easier to spread the current load among regulator modules rather then having to find a higher current rated one. Here is just a quick search list from E-bay showing many DC to DC switching regulators. Some are step up (sometimes call boost regulators) and others are step down (sometime called buck regulators). I've used several such from Asian E-bay sellers and have not yet had a problem with any of them and you can't beat the prices. Note that some of these modules have a pot adjustment that allows you to set the output voltage to what you need over a pretty large range, which is a very handy feature.
Good luck;
Lefty