Actually - though it isn't recommended in the datasheet for the 328 - you can share a clock crystal; I remember somebody doing it back when the old forum was up (so the thread should still exist somewhere). It probably isn't very stable long term; it was really done as something "to see if it could be done" - and not meant for an actual design.
IIRC, there's a way to daisy chain multiple ATMegas together to share a clock source; you feed the main clock into the first 328, then the second thru N are daisy chained from there...
Hmm - from what I am seeing on my datasheet (Rev. 8271C–AVR–08/10), you can feed an external clock source to XTAL1 (PB6, pin 9 on the 28 pin PDIP) - if you want to do that. Also, if you want to use the clock source (system clock - which I believe is any of the clock sources, based on my reading of the datasheet) to drive another device, you get that from the CLKO pin (PB0, pin 14 on the 28 pin PDIP). Of course, for both of these, you need to set fuses appropriately. Read the datasheet carefully, and realize that this is nowhere near "standard Arduino" territory (and I think you may lose an I/O pin?)...
As far as sharing other parts - yes, you can share the regulator, but you will be limited to the current limits of the regulator used. You may want to look into a switching regulator, depending on what else you plan to run off it...