All of the mentioned solutions (including the L200 with the solution Anders mentioned) can use a shunt separate from the pot.
Most solutions will need some kind of negative voltage below the output ground to regulate all the way to 0V (gotta get that base at 0V-Vbe). I wonder how the MC1466L got around this, internal voltage inverter like the MAX232? I'm not familiar with the MC1466L, apparently it's better in some aspects, but I'm not a big fan of using obsolete parts in new designs unless there's really no (good) alternative. It's bad enough to have to chase down obsolete parts to repair existing stuff, no need to create these problems in advance.
One solution to limit dissipation used before the introduction of switching power supplies was a triac pre-regulator before the power transformer. This is simpler than a real switcher, but probably not worth the effort these days. You do need to filter out the noise if low noise output is an issue.
A more basic solution to limit dissipation, especially if you want a large voltage range (eg. 0-30V), is to use a switchable voltage doubler (used in some ELV designs) or a transformer with two secondary windings and switch the second winding. A (solid-state) relay is used to switch the extra leg. The former requires double the capacitance (and some diodes), the latter a transformer with two secondaries and two extra diodes (but if you buy new, you don't usually pay much extra for that). This lets you halve the input voltage once you get below half the max. output voltage or so, and saves you 50% on dissipation with worst case scenario (dead short, the pass transistors have to dissipate 99.9% of the voltage at max. current).
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