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@DrAzzy
There are a whole bunch of ways to do this - EVERYONE has to deal with this task!
The correct solution, though, depends on a few considerations:
(etc)
Some solutions (in descending order of effectiveness)
DC-DC converter module (the car charger @tage mentioned above is almost certainly a fixed dc/dc converter that outputs 5v)
Search ebay for DC-DC converter, they are usually pretty cheap (though more expensive than other options). I've listed a few examples below. Be sure to check the wad of engrish that passes for specs - make sure they explicitly state whether it's step-up or step-down (they often use "buck" and "boost" incorrectly in descriptions, but they understand words like "up" and "down"). Also, the top line current spec they give usually assumes you put a heatsink and fan onto it ("heat dissipation please enhance"). If the picture doesn't show two inductors, it only goes one direction (step up or step down).
http://www.ebay.com/itm/251405700250 (this one goes up and down)
http://www.ebay.com/itm/111380436169
http://www.ebay.com/itm/131138656670
http://www.ebay.com/itm/360781636011 (5 amps pushes this, even with a heatsink on the chip and board underneath*)
http://www.ebay.com/itm/201084486537
These typically have efficiency of 90-95%, and are generally pretty stable. They do not need additional external capacitors. They operate via a feedback loop controlling a buck/boost circuit (wikipedia has explanations of how they work - Inductors are weird!).
LDO Regulator
Voltage regulators are available from digikey and just about everywhere else. They're typically a 3 pin chip - ground, Vin, and Vout. Vin must be higher than Vout, due to "drop out" (see, LDO stands for "low drop out"). The current in Vin and Vout is the same. So you might have 10v coming in, 5v going out, if you're pulling an amp, you're getting 5W out, but you're putting 10W in, and the chip is dissipating the difference as heat. Because of this, they should only be used for low current applications and/or where Vin is not that far above Vout. Regulators need a capacitor on the output to guarantee a stable voltage. I often use regulators if I need 3.3v off of 5v, or 5v from 12 if current needs are low.
Charge pumps:
There exist IC's that contain charge pumps, where you connect an external capacitor or two to them, and apply power, and they'll double, the voltage, or produce negative voltage, etc. These are usually only good for low current applications. I've never used them.
Zener + Resistor
Finally, for a few cases (very low current, and a lack of concern for efficiency), you can do it with a zener diode and a resistor (diode and resistor in series - in this situation, though, the current will flow regardless of whether the load is drawing any current, and that current must be higher than the maximum current the load needs.
The switching regulators you mentioned - look carefully at the datasheets. Some of them require a lot of external components (one of the ones in the list there looked like it was just a controller for a DC-DC converter!), though the one V78-500 just needs a few resistors and capacitors... Also, look carefully at the PRICE - those are $5-6 parts! Whereas an LDO regulator is under 50 cents, zener + resistor like 10 cents, and a DC-DC converter module from our friends in china is a couple of bucks for a nicely packaged PCB with a pot to adjust the voltage, and for the price of a V78-500 counting shipping, you could get a step up/down module with voltage adjust and adjustable constant current limiting (first link above). On the other hand, if you're really tight on space, those self-contained switching regulators could be just what the doctor ordered.
*They have thermal vias between the chip and the ground plane; In order for it to run at near 5A current at a temperature that I was comfortable with, I had to put one of those tiny heatsinks (available on ebay, ofc) on the chip AND the underside of the board)