Docedison:
There is an effective upper limit of 500 mA that is imposed by the Arduino's regulator. If it is really uncomfortable to touch (Temp > 85C/125F) you are drawing too much current from the board. My recommendation is to use a separate PSU preferably a switcher to power everything except the Arduino and tie the grounds together in a star topology to reduce errors due to ground currents. I do here when I work with my several Arduino's. I've added a picture of a bare board, header to a shield via a cable and a Power supply on the left side of the picture in the background you can see an Uno, the shield, cable and header in an Uno box I bought from Amazon. The Box is great for protecting the Arduino from stray stuff (crap) on my desk and bench. The Power supply board plugs into the breadboard and will supply 3V3 or 5V to either rail or both at the same time, I bought it on Ebay. Liudr sells the cable shield through Dipmicro or Inmojo. All work really well or as well as any breadboard does.Doc
Why do you recommend a switching power supply? Just efficiency? I've been told by "reliable" sources that linear is almost always better than switching at everything other than efficiency.