Linear regulators, as said above are going to make a lot of heat from 24v if you are going to pull more than about 40-50mA from them. (A big series resistor can help take the load of a linear regulator though, by dropping off some voltage before the regulator, although a bit of a crude method)
Switchers are much more efficient. If you are like me, and shy away from making your own switchers, you could look at the Recom website. They make switchers that can be directly fitted in place of a Linear item. More expensive than what Mneary suggested, but good for an easy one-off solution..