First I would ask yourself what you want to use this for- this will determine whether or not noise is a problem, for example, and how tight you need the regulation to be.
As an example, most off-the-shelf power supplies (and homebrew projects by others) are poorly suited to the work I do- primarily audio. I do not care if it goes down to zero volts, I hardly care if it goes below 10. But I do want +/- 10-30V @ 4A of extremely quiet linear power. My solution was a pair of Power One Linear 24V power supplies. With a few minor modifications and some decent pots these became a good bench supply that can do +/- 10-32V. The part I like about it is that I can actually run small power amps off of it, and it is similar in design to many console power supplies. Any off-the-shelf linear supply will be considerably larger and considerably more costly.
If, however, most of my work was logic based, why would I care if my power supply went up to 30V? I would, however, want something that could go down to just a few volts.
What I DO suggest is that you have some form of current limit function. That way you can decide how much of your project you want to destroy at once.
Back to the subject at hand, I haven't had good luck with buck/boost converters unless you buy very expensive ones, and even then, I find they can be pretty noisy. Of course, depending on what you play with, that may not be a disaster. A Raspberry Pi probably won't have an issue, a Class-A Neve module probably will.