lm7805 is better than all others.as lm317's output voltage is resistance value dependent so if the temperature changes the value of resistance changes as well as output voltage.you should use decoupling capacitor better ceramic which will store lower amount of charge.
Well that depends on what type of resistors you use, and for a uc 5V doesn't need to be 5.000V :grin:
With a 7805 you simply need 2 external parts less than with an LM317. And given how cheap + robust 7805 & friends are, there's really no point in using a zener diode as power regulator (very few specialist cases aside maybe). Cooling is also much better & easier.
2v and 3v are not usual values so you 'll have to use a variable regulator but for 2.5v and 3v3 there are already fixed regulators, for example LM1117 **broken link removed**
Yes it is widely available, there are many clones too like AMS1117 or LD1117 or LT1117 etc.
I have used the sot23 packages for my ARM board (3.3v and 1.8v) but there are also TO220 versions available.
I have bought mine from ebay