DC-to-DC converters
There are a number of different DC-to-DC converters out there, used to convert between different voltage levels. Ranging from the small but inefficient linear regulators to switched-mode converters like the buck converter that can achieve 95% or even higher efficiency. Among the switched-mode converters there are quite a few variations based on different but often similar circuit topologies: The buck converter is a step-down converter, and as the name suggest its output voltage will be reduced from its input. A boost (step-up) converter has similar design, but will do the opposite. A buck-boost converter combines the two so output voltage can be converted from both higher and lower input voltage. However, the traditional buck-boost converter inverts the polarity, so that the output voltage is of the opposite polarity than its input. A single-ended primary-inductor converter (SEPIC) (aka. buck-boost SEPIC) solves that problem, and delivers fixed non-inverted output throughout the range of its input voltage.
If this is all a bit confusing, have a look at Julian Ilett's excellent YouTube videos and reviews: He covers the SEPIC buck boost converter, and shows how it seamlessly goes from 0.5 to 30 V out on a 9V battery. He shows how a 400W boost converter can drive a 100W LED pad, and he has a review of several different buck converters, in fact several reviews. He also has many interesting videos on driving different LED boards, including 50W and 30W RGB. You'll really have to watch all his 140 videos!
When it comes to buying these, DealExtreme of course has a lot on offer, but here it seems like eBay has a bigger variety across its different sellers. I've already ordered this one, and expect to get more in the future. In particular, one of the variations on the ZXY6005 (D) power supply looks like a must-have in a hobby workshop.