So far the little board has served me well in providing power to my various projects. I've been thinking about doing a deluxe version that could include.
Two voltage rails, 5V and 3V. A switching regulator could be used for for 5V. An LDO could be used for 3.3V and tied to the output of the 5V regulator, which would make it much more efficient vs using the voltage directly off of the wall wart, so heat dissipation is less of an issue.
A power indicator LED for one or both rails.
Reverse-polarity input protection
Reverse polarity protection (probably using a p channel MOSFET)