In case you are interested in it already, here is the one I bought:
AX3022 Based Switching Regulator
I will tell you how it works once I actually receive it. Just thought you might want to know what it looks like. It is fairly straightforward and easy to use as you can see.
The tiny board is the only part you need, the conversion board is useless for what we will use it for. We will just solder our Vin and Gnd to the left side of the board and the Vout and Gnd to the right side.
Using one of these will require a multimeter because, how it works is, the output voltage is set by the Pot's value (blue thing with the screw). It is clearly marked for lowering and raising the output voltage. Still, it is fairly simple to use.
My simple diagram for wiring it to a Gamecube Portable can be seen here:
GCp Diagram Image. Obviously that is a different regulator but you can still see how it works.
There were cheaper switching regulators on eBay, but I chose this one for its simplicity!
Feel free to post this in that thread of yours discussing the 7808 and Heatsinks