Should I use cascaded regulators, or connect them all to the same input?
I have often wondered this myself, and each time what I come down to is a trade-off. The most obvious trade-off is the following:

Pro: Cascading them generally causes the lower-voltage regulators to stay cooler (you're not dropping as much voltage with them, so you're wasting less power in the form of heat).

Con: Your first regulator would need to be able to supply enough current for all of the circuitry running off each of the other regulators (and this is the case all the way down the chain). This means that your top-level regulator would have to be big and beefy compared to the regulators that are fed from it. 

Sometimes the pro wins (for example, all of the circuitry on each of the power rails only draws milliamps of current, so you don't need a powerful regulator at the top), and sometimes the con wins (you can't find a top-level regulator that can supply enough current, so you opt for large heat sinks and extensive cooling systems).

You, as the designer, will need to analyze all potential cases and make sure the circuitry can handle any stress that it might see during normal operation.