For high output currents, switching regulators are recommended. But the problem with them is to construct torroid inductor which most of us find difficult. If you have access to LCR meter, switching regulator using LM3524/SG3524 will be a suitable and cheaper solution. Datasheets of both the ICs have sample 5V,1A reference schematics.
If you want high current series regulator use LM350/LM338 or similar ones.