I was going to put one before every arduino. What are the advantages of pololu over a 7809 regulator.
A switching regulator is more efficient. With linear regulators going from 13.8V down to 5V, you are dissipating more energy (and heat) in the regulators than is being consumed by the Arduino. (That's not always a terrible thing.... I normally take advantage of the Arduino's on-board linear regulator.)
A switching regulator converts the energy rather than wasting it as heat. For example, with a step-down switching regulator you get less voltage out than you feed-in, but you get more current-out than you feed-in.
Since it doesn't need to dissipate as much heat, typically you can get more current/power out of a switching regulator and you can probably use one for all of your Arduinos.
I actually built something where I used three 7805's to power three identical circuits, but that was a Mickey Mouse solution. The regulators still got hot and I had to use so additional Mickey Mouse tricks... I now have the switching regulator and I'm going to upgrade "real soon now..".
The price difference is quite a bit.
Switching regulators require an inductor, and usually a couple other components (besides the main regulator chip). Plus, I assume you are comparing the price of the 7805 chip to an assembled circuit board from Polou.