Want to convert 12v to 5v in my car.

[colin55]

The cheapest solution is a 3-terminal regulator with a power resistor on the front-end.

 

[Hero999]

@hero999:
the site you give has a heat problem because he inputed alternate voltage on the lm78xx
the problem stopped when he put continus voltage...
but as we dont know how much current he needs, we can assume our will not heat too much.
again.
the 78xx devices are good to deliver 1A when the voltage on input is near the nominal voltage of the device. from 6v to 5v for example
they are really not adapted for 12v to 5v with 1A. too much heat.
I wonder if the people here saying it works have tried it really...

As audioguru correctly stated above, a 7805 will heat up just as much as an LM317 given everything else being equal. The same goes for any other linear regulator.

I tried it really, and the best thing I found to solve it was using a smps...

Yes, if heat is a problem then use a switching regulator.