TND you can order an assembled boost mode switching regulator from here:
http://www.maxim-ic.com/quick_view2.cfm?qv_pk=1761
As delivered it will produce 5V but you solder a resistor onto the back of the board and you can set the voltage to 12V (or whatever). It can provide up to 1A of current. Efficiency is 80% or a bit better. Input voltage range is 2.7V to 5.5V. If you get tired of using it for USB, you can slap a couple D cells on the input and run it that way.