Methods for dropping 9v down to 5v

[Gus]

You need to keep in mind certain 3 term regs don't regulate well unless a min current on the output is present.
  Simple zener shunts are at max current/power in the diode unloaded.

Also depending on how good the 9 volt supply is you can make a resistive voltage divider into a opamp buffer to set a ratio of the output voltage of the opamp (tonly good for the opamp output current).  5 is what of 9?

[R.G.]

... given my small collection of parts, regulators aren't something I always keep on hand, so in a situation where I don't have one on hand, but still want to continue to pursue results, knowing other ways to 'fake' it (maybe not in the most efficient or precise manner) in a pinch is invaluable.

If that is the case, I recommend that you make it a point to always keep some regulators on hand. The LM317T in a TO-220 package will regulate up to over 1A, the LM317L in a TO=92 package will regulate up to over 100ma, and they are both adjustable by two external resistors to any voltage. The external resistors provide any minimum load needed.

As of this writing, Mouser stocks both. The 1.5A TO-220 version (511-LM317MT) is 0.32 each and the TO-92 100ma version (512-LM317LZ) is 0.33 each. There are more expensive versions of the same thing by other manufacturers too. But at three for a dollar, it's worth keeping a half dozen of each in the parts box just in case.