Is there a reason you can't integrate the regulator on board, yourself?
I think... there's kind of three use cases for those modules:
1. Maintaining/improving old designs. Don't have the board files, or it would be a PITA at least to update them; might as well slap in an improved version instead. The similar outline facilitates this.
2. Inexperienced, or lazy -- in effect, you must pay a tax. Either of the pricier brand names, or the cheap who-knows dice rolls of the unknown brands.
3. You truly don't have the room for an onboard regulator, and the vertical module saves horizontal space. You could just as well build a riser board yourself, but honestly you might as well go with the already-proven and optimized design. Attractive alternatives are those SMT and even IC modules/regulators, which are getting quite small and powerful these days. In this case, again, you pay the tax, but you're likely able to accommodate that given the push for high density.
So, I would think there's not really a middle option, because there's a substitute: placing it yourself.
As for dual outputs, don't know of any offhand. There are multi-output regulators of either type (linear or switching), but nothing as familiar as a 7805; and as usual, you'll be taking up the space using them.
If an onboard design is an option [and you're more just feeling out your other options here?], and you have some power dissipation to spare, I wouldn't flinch at a 5V switching reg + 3.3V LDO. At up to 1A, it's under 1.7W, not a huge burden for SMT to dissipate, or you can use a traditional TO-220 still.
Also, hacks, like with multi-winding inductors, probably won't work well here (the voltages aren't a convenient ratio apart, and you likely need good enough regulation on both rails?), you'd likely use independent or cascaded regulators.
Tim