Power multiple parts of one project from one wall wart
Treat the shared wall-wart as dumb, bulk power, and regulate everything separately from that.  (everything that needs to be regulated, anyway)

For example:







simulate this circuit &ndash; Schematic created using CircuitLab

The regulators will stop a lot of the crosstalk between the isolated power "groups".  Everything on the same "group" will "hear" each other pretty well, but have a harder time "hearing" things from the other "groups".

Of course, you still need to bypass each chip individually with a small capacitor, in addition to the bulk capacitance before and after each regulator.



It seems to me that you want to run the LED's directly from the MCU output pins, but I don't know of any that can provide that much power directly.  So you'll need an amplifier of some kind.  The simplest way to do it is probably with a single transistor per channel, like this:







simulate this circuit

Putting the LEDs in series like this adds voltage instead of current, which is much lower stress on both the transistor and the power supply, and it allows a single resistor to set the current for the entire array.
R1 = (V_LED - Vf*N) / If:


Vf is the LEDs' forward voltage
N is the number of LEDs in the string
If is the design current when on


Don't forget R2!  (or you'll blow up the transistor or the MCU or both)  You can buy "pre-biased" transistors that include Q1 and R2 in the same package, but one way or another, it must be there.



If you only have a single diode per channel, and it really does take almost 1A at 3V, then I'd be tempted to use a variation of the circuit above, but fed from a 3V or so pre-fab switching regulator.  There's a tradeoff here, between R1 having very sensitive control over the operating current because of too-low voltage (also consider some natural variation in the supply voltage), and excessive power dissipation in R1 itself because of too-high voltage with unchanged operating current.

(this is one of several reasons why high-voltage, low-current arrangements are preferred if possible)