How do you handle external power supply for ESP32?

How do you handle external power supply for ESP32? As far as I looked at ESP32, it has a maximum of 800mA on all pins, which may not be enough when using many modules and LCDs. If I apply 5V to VIN, it still goes through the regulator to ESP32. Thank you very much for your help!

A 3.3V power supply can be connected at "3V3".
I think the IC itself is not in fact rated for having all of its outputs running full-bore.

If I supply 5V to the 5V pin with a switching regulator, I use a 47uF Tantalum and a 103 ceramic cap on the 3.3V pins.

If I supply 3.3V I use a MCP1700 with proper input output filtering.

If I power the ESP32 from the wall, I supply 5V from a switching regulator.

If I power from batteries I use a 3.3V regulator. I found that the built in regulator is not all that efficient for battery operation over a MCP1700.