Something like two
LM317's would look like something you can do. It's a common item in DIY power supplies.
Voltage adjustment:You can replace the voltage pot (R2 in next figure, which works as in a voltage divider configuration) with a selector switch and appropriate resistor values for 3V3/5V/... if you do not wish for more adjustable voltages.
The formula means more or less "Vout = Vadj + Vref", meaning the range will be from 1.25V (Vref) to (Vin-Vdrop). You should get up to near 10V out on a 12V plugpack. If you want 0V, you can offset with -1.25V, although with added complexity.
Current limiting:The current pot (R1 in next figure) can be replaced with a power resistor to keep the limit to say 500mA. Resistor must be able to dissipate I^2*R watts as it is in series with the load. Current limiter will drop some voltage, so it should go before voltage reg. You may get 1.25->9V with it added, however that is fairly good for its simplicity.
LM317 can go up to 1.5A if I recall with heatsinking. LM350 to 3A. Not sure what your current requirements were.
http://www.digikey.ca/product-detail/en/LM317T/LM317TFS-ND/458678 @ $0.71 each