How should I power these components at different voltages?
I have similar project.

I did it with two voltages. First I put the switching regulator to drop to 3.9V for GSM. Then LDO to drop from 3.9V to 3.3V for MCU, GPS, CAN. 

I see the GPS module you pointed out possibly has it's own LDO on board and that's why its voltage ranges from 3.3V. Take a look on those modules alone http://www.gtop-tech.com/en/category/GPS-Antenna-Module/A01_MT3339.html they all go from 3.0V so both voltages could be used (3.9V or 3.3V).

For CAN tranceiver I used SN65HVD230D from Texas Instruments, which is a little more expensive but works with 3.3V (that eliminated necessity of third 5V supply).

Don't use voltage dividers for supplying power. The load connected to this divider acts like another resistor in parallel with one from divider. If the load you connect is mcu or some module, the impedance is unknown and variable in time - you wont be able to achieve desired voltage.

Voltage dividers are good if you connect some high impedance line to it. Then almost no current flow through that line and the voltage at the divider stays at the level it was set. This should be fine in case you need to lower some logic levels (you mentioned 4050 which is a good solution).

You might also need some protection circuit at the power input, before the voltage regulator. Automotive power can have load dumps (100V on power line for about 400ms), positive and negative voltage transients. Cold crank condition can lower the voltage to 3V for 15ms. Jump start can raise it to 24V.