Choosing the right voltage regulation - 12/24V to 5V
Why and where do I choose linear vs step regulation? low heat low noise?

A linear regulator is typically used when a low noise output is desired and/or when the PSU is required to not emit a lot of EMI. A linear regulator is a very simple type of regulator which works by dropping excess input voltage to maintain a constant output voltage. Linear regulators are easy to use and only need a few complimentary components. However, they can be extremely inefficient, especially when there is a large voltage difference between the input and the output.
Let us take your example specs - Input Voltage: 12/24VDC, Output Voltage: 5VDC/3A max
The power dissipated in a linear regulator is (Vin - Vout) * Iout.
If the input voltage is 24V, then the power dissipated is (24 - 5) * 3 = 57W. This requires some serious amount of heatsinking and is generally not a feasible idea.
A buck converter is a switch-mode DC-DC converter which is a much more efficient solution to step down 24V to 5V at 3A. Assuming an efficiency of 90%, the power dissipated in the buck converter circuit will be around 1.5W, which is reasonable. However, buck converters usually have more complimentary components than a linear regulator, and the complimentary components must be carefully chosen (like you must only use low ESR capacitors) and they do feature a noisy output.
But if you want low noise and low power dissipation, you must use both types of regulators in a cascade configuration. It looks like you are a beginner, so this might not be the best solution for you as it is a complex one. So I suggest using a simple buck converter to efficiently step down 24/12V to 5V and not worry too much about the output noise.

Another questions about voltage regulation - is there a way to always get the desired output voltage even with 2 different input ? Same parameters as before, but I &quot;dont know&quot; which one is it, so I cant make a switch/jumper, but I always need a stable 5V output. ideas?

The simplest solution is to use two diodes as shown:

Use Schottky diodes that have an appropriate current rating. There are other methods, but this is the simplest one.