Where can I find beginner resources on using voltage regulators with Arduino circuits?
In order to get a smooth signal to your power regulator you should use some capacitors before and after the voltage regulator. It will look something like this when you use the 7805 voltage regulator.



Note: This schematic is from a dutch website. Uin means Vin and Uuit means Vout. C2 and C3 are bipolar capacitors.

It's also smart to put a diode before the voltage regulator to make sure the voltage flows only to one direction. The values of C1, C2, C3 and C4 and pretty standard and coul be used for the other Voltage regulators as well. 

The voltage Regulators come in different fixed values and tey have a minimum and maximum voltage they can handle. Here's a small table of the most common VR's with their minimum input voltages.

Part Number     Output Voltage (V)      Minimum Input Voltage (V)
7805            +5                      7.3
7806            +6                      8.3
7808            +8                      10.5
7809            +9                      11.5
7810            +10                     12.5
7812            +12                     14.6
7815            +15                     17.7
7818            +18                     21.0
7824            +24                     27.1


Also note that the output currents of these Voltage Regulators listed above is max 1A. When they're called like 78S05 or 78S09 it'll be a 2A Voltage Regulator.

Another thing that could be important when you're using the minimum input voltages. If you put a diode before the Voltage Regulator there will be a small voltage drop. For a 1N4007 the voltage drop will be around the 0.5V. The voltage drop will only occur before the voltage regulator though, so when you don't use the minimal input values you don't have to mind about it.