Integrated Switching regulators are very easy to use and require minimal components. Look at National, TI, Semtech, and MPS to name a few.
Yes, they cost more than a discrete solution but they can be very efficient and provide excellent regulation, low ripple, and fast transient response. The websites have all kinds of appnotes and reference designs.
They do however produce more EMI, but if you follow the appnotes and keep the traces very short, you can keep EMI under control for even RF and sensitive analog circuits.