Powering multiple devices with different ratings from a single supply
First I want to answer your second question about the different ratings. I think it's easier to explain with an example. Let's say we have 4 devices which have the following power requirements:


5V 4A
5V 2A
12V 2A
12V 18W


To connect these devices we need 2 power "rails", 5V and 12V. The 5V rail must supply \$4A + 2A = 6A\$. This doesn't work for the 12V devices because we have a device with a wattage rating. Divide the wattage and the voltage to get the current.

$$
P = U \cdot I
$$
$$
I = \frac{P}{U} = \frac{18W}{12V} = 1.5A
$$

Now we can sum the ampere ratings again to get the current on the 12V rail: \$2A + 1.5A = 3.5A\$. 

So the end result is 12V / 3.5A and 5V / 6A



There are several good options if you want to reduce the number of power adapters, these are my favorite:


Use a power supply with an output voltage equivalent to your highest input voltage (12V in your example ratings) and generate the other voltages with DC-DC converters
Use a power supply with multiple outputs that match your needs


I choose option 2 whenever possible (price, availability). Something like the Traco Power TXL 100-0512DI comes to mind (details here). You can use the calculated ratings from above to see if a power supply is suitable. 

If you want to go for option 1 you need to pay attention to the efficiency of the converters and the total power. I'll extend the example from above and calculate some sample ratings. 

Let's say we have a 12V power supply and use a DC-DC converter to get the 5V rail. 



The DC-DC converter has an efficiency of 80%. The maximum power consumption on the 5V rail is \$5V \cdot 6A = 30W\$. Because the converter has an efficiency of 80% it draws \$\frac{30W}{0.8} = 37.5W\$. 

The 12V devices combined consume \$12V \cdot 3.5A = 42W\$. 

This means the 12V must have at least \$37.5W + 42W = 79.5W\$ output power. 



Power supplies and dc-dc converters can be found at Farnell, Digi-Key, eBay or if you don't need quality material on chinese sites like Dealextreme, Banggood or AliExpress.