This is an excellent video on building a power supply for hobby projects (Arduinos etc...)
I'll likely be using an onboard circuit delivering 12V, 5V, and 3.3V, which can run off a battery or solar panel so I don't have worry about multiple power supplies for the ATmega328 and other peripherals
Most of my projects probably won't be directly connected to mains power anyway
Maybe I can build a pluggable power supply module for that as well
While looking at a suitable chip to control my switching power supply for the ATmega328, I came across this calculator for the MC34063A
http://www.nomad.ee/micros/mc34063a/
The 34063 is pretty much the 2N2222 of the DC/DC converter world. If you got a generic converter or one of those car charger adapter thingies, chances are it's powered by one of these chips. So it's good to have a good calculator to go with with the settings you need