Avoid heating with high current
A linear regulator reduces voltage by acting like a variable resistance. As a result, it dissipates energy proportional to the voltage difference times the current - in this case, (19 volts - 3.3 volts) * 500 milliamps, which is nearly 8 watts - a lot of heat to dissipate in a small package.

For applications like this with a large voltage difference or high power requirements, you should use a switching regulator. Switching regulators can regulate voltages up or down without wasting the bulk of the power - they operate at efficiencies as high as 90%, which means you can expect waste heat on the order of 0.2 watts instead.

Assuming this is a one-off application, you can find prebuilt switching regulator 'buck' (voltage reducing) modules on EBay quite affordably.