Variable power supplies that cover that widge a range of voltages are expensive and come in big heavy boxes that sit on a lab bench and can cost hundreds to thousands of dollars. These are the low current kind you would use to test out small circuits. High current kinds are not variable and are less well-regulated.
There are many kinds of power supplies out there. Some are efficient, some have low-noise, others boost voltage, others reduce voltage, some react to changes in power demand faster, some will not function properly in the presence of large transients (noise and spikes). As a result, there is nothing you can use in general.
When you say "learn behind the scenes", do you mean how to use the regulators? Or how to build them? Building them is an entirely different thing and is something you will have to focus on. It's not the kind of thing you can undertake (unless you quickly gloss over the theory without actually using it) while taking on other projects.
Google "linear" regulators, "charge pumps", and here is an introduction to what are called "switching" regulators:
**broken link removed**
Regulator and converter are also interchangeable and will change what results you come up with when you Google. Of course, a lot of this stuff may be over your head so there's foundations that have to be built.