Here's my latest PCB design. It's a breadboard-mount DC/DC converter. I run many of my projects off a big 12V battery because 1) I have one; 2) it holds a lot of energy; 3) it can put out a huge amount of current if I ask it to (this can also be bad -- I've smoked several devices when they weren't hooked up quite right and the battery did its thing.)
Anyway, I had dedicated a section of my 3-strip breadboard to power supply generation: 12V -> 5V and then 5V to 3V3. But I saw an interesting SMPS chip, the ST1S10 (pdf), that uses a tiny 3.3uH and very little else to produce up to 2.5A of output. So this is what I built.
The right-hand vertical rail is where 12V comes in, and the left-hand rail is wired around other parts of the breadboard as 5V and GND.
The chip fired up and worked immediately, no questions asked. It's a little expensive, and overspec'd for most low-power microcontroller applications, but if you're doing a bigger project that might need a beefy power supply, this looks like an easy way to get it.