DC power converter guidance

So I'm shopping around for DC-DC converters for supply my Arduino devices 5V or 3.3V from a 12V source. As I look at eBay, AliExpress, etc there is a vast range of designs, many look the same but then some will have considerably more/different components.

I'm out of my skillset here, so can someone give me a sense for what features/components I should be looking for on a PCB when buying a 12V->3/5V power converter?

Some examples:

I can recommend designs from Pololu.com.
Pololu - Voltage Regulators

Order today, they can often ship the same day.

+1 for Pololu. The product quality is excellent and they support their products.

With eBay, AliExpress, etc. you may save money, but be prepared to throw away some fraction of what you receive.

If price points are a factor I have most of those modules here but found the 2596 to be the most useful but do be aware that the current rating should NOT be exceeded and if running close to the limit in any way (peaks etc) then a small heat-sink is a useful addition.