For your typical MCU, switching regs are fine. USB isn't usually the cleanest source of power, after all. If you need really low noise, well... you either know how to build an LDO circuit with sufficient isolation, or your are going to be in trouble when it's time to move your circuit to its own PCB and average wall-wart PSU or whatever anyway.
Really really quiet, high-performance power supplies have their place, but if you need one, you know you need one, and why. Until then, while it might give you warm fuzzies to know your lab PSU has killer specs, it probably isn't really doing anything you couldn't do with an LM7805, LM317, MCP33063, TPS54226, or any of a few dozen other run-of-the-mill parts.
Just my 2c.