Just came across the National LMZ14203 3-Amp SMPS Buck Regulator which includes the inductor in the package. Expensive lil' critter but the size is incredible.
Check out the National product page and Sparkfun's 5v/3.3v product based on the LMZ14203.
I saw that a while ago and though what's the point? It doesn't even come with the capacitors. $20 so I can not have to think about an inductor. It's like all the expense of a stand-alone DC-DC converter without the convenience. I've always felt like all of the simple switcher series are over-priced, I don't know why they are so popular.
The whole thing is 2.5mm x 3mm. It has a 3.5Mhz switch frequency but only 38uA q current. I can't find it for sale anyway. Does anyone know how much it is?