the vreg's internal reverse polarity protection should protect from a 'brush', but an external diode would be cheap insurance
edit: just to add ... personally, I loath the 9v battery. they are expensive and impotent. how about running your kit off two, three or four AA size batteries, then you can do away with the regulator... since right now, your vreg is burning almost as much power as it is regulating (9v - 5v = 4v to burn), things get better as the voltage drops