ok so LDO is LOW dropout, if you need lets say 12 volts regulated from 12.1volts this is the item to use
Zener diode is used to give you a rough voltage when used right they will never go over the voltage needed but will alow the lesser voltages through... may not be good for what you need
a DC?DC regulator is used on batteries to get different voltages...
the question I have for you is what do you have in mind?
personally I would not use anything unregulated so I know the exact voltage coming out.
also DC/DC converters and LDO use MOSFET's or transistors, so there are current limits and heat sinks needed.
tell us what you plan to do and someone may know a very good idea on how to do it... there are 1 or 2 smart people in here.... not me but there are some