Regulator question

I have been using a mcp1702 regulator for a pp3 9v to 5v. Main circuit draws 75ma

I thought my circuit was fine but then realised there is an alarm that activates which draws 750ma and it has damaged a couple of 1702 which obviously can only handle 250ma max.

Does anyone have a good reliable suggestion regulator which does not dissipate too much heat so I don't need to worry about heatsink and that does not draw too much current as power consumption is crucial.
Many thanks

How big a heatsink is a function of the starting voltage, the regulated voltage, and the current being drawn; it has nothing to do with which linear regulator you use.

In your case, P = IE = 0.75A*(9V-5V) = 3W, so you need a heatsink capable of dissipating 3W, which is several square inches...

Maybe you could rewire your application so the alarm runs directly off the 9V, so the alarm current doesn't contribute to the regulator dissipation.

How long is the alarm on? If for a short period then you may be able to use a smaller heat-sink.