How should I power my 5V 5mA components while developing?
Mains to 5V power supplies with USB connectors are plentiful and cheap. Buy online from any electronics retailer or go to a phone shop.


  Is there a way to pull 5V from USB?


USB is designed for that, you can draw at least 100 mA at 5V from any true USB port on a computer, USB hub or any USB host device.


  What is a component that converts the mains to 5V called?


It's called a "5V power supply".