The LM317 variable power supply is very popular and works well in many situations. It can take in up to 40 volts and vary the output voltage from 1.2 volts - 37 volts. While providing up to 1.5 amps of current with a proper heat sink installed. Its important to note the larger the difference between input and output voltage the hotter this voltage regulator will get. As of right now you can get 10 of these for a $1.30 on ebay.
Step 1: The Circuit
This circuit has very few parts and can be assembled on a breadboard in minutes for testing. In fact the capacitors can be left out and it will still work just fine. The capacitors are there to smooth any noise and provide a clean dc output. I used the toner transfer method along with vinegar, salt and hydrogen peroxide to etch the pcb. For more information on etching copper clad boards and making your own pcb's or this circuit search youtube for video tutorials which are readily available.
Step 2: LM317 Simple 3.3 Volt Power Supply
I needed a 3.3 volt power supply that was capable of 250ma for the esp8266 wifi thermometer I was working on. So in very little time I took two resistors and some wire and wired the lm317 as a fixed 3.3 volt supply. After making sure it worked I added a heat sink and hot glued the whole thing to a piece of stiff plastic. On the input of the LM317 I used a dollar store USB wall charger with a rating of 5 volts at 1 amp.