I've seen a great deal of portable breadboard PSU's that output 5 volts from a 9 volt battery, and I find these fantastic! However, I was curious...is there any way to refine this futher down to get a steady 3.3 volts? I would like it to be something close to the system that sath02 has made here as it not only better suites my nees, but makes sense to me.
Yes. Buy a 3.3V regulator ! Change the 7805 for a 7803.
That said, its HORRIBLY inefficient, and you'd really be better buying a DC-DC converter like this http://www.dimensionengineering.com/products/de-sw033
If you want to build something similar, then you could use the 78l33 voltage regulator. It's totally portable. However, I agree with steveastrouk in the question of its efficiency.
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That said, its HORRIBLY inefficient, and you'd really be better buying a DC-DC converter like this http://www.dimensionengineering.com/products/de-sw033