Linear regulators are very inefficient. You'll lose the same amount of heat whether it's a transistor reg or just resistors. The transistor ones, however, can be regulators so it'll be relatively insensitive to changes in source voltage. If the 12v is a car or rechargeable batt, that's an issue.
A buck reg is much, much less loss. It runs cooler. Most are designed to be fairly insensitive to changes in source voltage. Plenty of places to buy cheap 12v LED drivers like that.