"If your using a PC ATX power supply, why not just use the +5v?"
As I said before, the PSU I'm gonna use already powers a lot of devices, which drain power from two of the 12v lines of the psu. The Arduino would be located near such devices, which are far away from the psu. In order to reuse the infrastructure I'd just use the 12v lines.
But it's not that dificult to use the 5v directly from the psu... If I decide to do this, how should I wire Arduino up? Could I use the same schema descbribed before (Arduino gnd <-> psu gnd, Arduino Vin <-> psu +5v)?
Dr_Ugi said on the 5v "you have 10s of amps of well controlled 5V DC". That means on the 5v I wouldn't have the instability issues of a low load psu as described before by RuggedCircuits?