One nifty option for compact DC supplies is this Recom switcher. I use the Recom R-78E5.0-0.5 for a couple of my projects, it's good for half an amp. It's a PC mount unit that measures 11.6mm x 8.5mm x 10.4mm.
The Recom R-78E5.0-1.0 is good for an amp and it's the same size.
You can also jump up to the Recom R-78B5.0-2.0 and go for two amps, it measures 11.5mm x 8.5mm x 17.5mm.
The cool thing with these is you could lay out a circuit board and package them with the remaining components you needed for a nice compact package.