A note on the LM317 is, that it is limited to 1.5 Amps max. There is an LM350 rated at 3A and an LM338 that is rated to 5A. Unfortuneatly these are linear regulators so all of the overhead voltage is dissapated as heat. These units can also get kind of bulky.
If you wanted to roll your own, there are many types of DC to DC converter modules on the market. These are all different variations of switching power supplies. ie Buck, Boost, Flyback and DC-AC-DC transformer.
[This message has been edited by IanR (edited 01-02-2006).]