Rowland, I'm a big fan of putting MKT or tantalum capacitors on power supplies to help in rejecting supply noise. This noise could come from the power source if it is a switchmode or possibly even back fed from the devices themselves.
Also, I use LEDs to provide me with a visual indication of whether a supply is healthy or not and found that I needed upwards of 2k Ohm to reduce the brightness of the led for a dark sky adapted eye. you'll be very suprised how bright an LED is with the typical 15-20mA current often quoted in various literature. 5mA would be sufficient for dark/outside applications.
Please see attached my post re noise rejection on a smps I used for a Canon DSLR.
http://www.iceinspace.com.au/forum/s...423#post932423
A power box is certainly worth the effort and tidies things up nicely and Brendan has some good pointers.
Darrin...