Using a pre-made DC/DC converter form Farnell, RS etc is probably your best solution for both the 5V & 12V supplies. The 12V version will do an excelent job of cleaning up the supply and a 10W version will probably drive all your accessories. They are also very efficient and can be mounted in a small enclosure without any overheating problems.
The only problem is that they are not cheap but you do get what you pay for. I think that a UK50-60 investment is worth the money if it protects the connected equipment.
Something else worth considering is a plug in power supply for use on Mini ITX motherboards. There are a few types on the market and have been produced for converting 12V external brick psu's into the various voltages needed for the motherboard. They can supply +12V, +5V & +3.3V at up to 200W total so that should keep most people happy !.
Naturally a bit of work is required to hook up to something other than a motherboard but the ITX style connector is available from other suppliers and a couple of flying leads are already provided. Just remember that these units are "enabled" by the power button on a pc. You will need to replicate this link on the connector using an external switch to make it work.
In the UK you can get these from :
http://www.icp-epia.co.uk/index.php?act=viewProd&productId=15They should not be hard to find for other countries.