If they have not been mentioned already these are very useful.
I think running from 3xAA is more useful, and bypass the regulator.
I've been wondering about these kind of thing:
Input 1~5V DC voltage, can stable output 5V DC voltage; 2 x AA batteries, output current: 500~600mA; AA battery, output current: 200mA; Power supply for cellphone, camera, and other digital devices; With USB female; High conversion efficiency up to 96%; Mini size; With working indicator
I've useed 5V to 12V, and 12V to 5V, haven't tried other variants.