1 voltage regulator for all components or 1 voltage regulator for each component?
Most of the time it's better to have 1 regulator to power the whole board. The regulator should be chosen to be able to provide enough current.
That said, it is sometimes good to have several regulators in particular cases:

You need a lot of currents and it is more cost-effective to have several regulators.
Your board is big and want to segment the different area. This is often the case with computer motherboards.
To separate digital and analog, you want to have a very low ripple filtered converter for the analog side.
For a high uptime system like in medical you may want to have redundancy.
Your board can accept extra modules plugged into it, in case those boards were faulty you still want the mainboard to run.
You want to galvanically isolated some part of the board, for example for external input-output.