Here is a regulators that I like... the MCP16331 in an SOT-23 package from Microchip.
http://ww1.microchip.com/downloads/en/DeviceDoc/20005308B.pdf
You can also look through this power solution guide for Microchip.
http://ww1.microchip.com/downloads/en/DeviceDoc/30009610F.pdf
TI has a Webench Designer for selecting power management converters. This is really pretty cool... it will give you the schematic, BOM... and send it right to DigiKey. You can also get the schematic and BOM for the Microchip controllers.