Decent bench power supplies are quite expensive. However, you've said that you have used an ATX power supply in the past. This is what I've done - I've modified an ATX supply to have a switch, an LED and some 4mm sockets on it with +12V, -12V, +5V, -5V and 3.3V. It's a cheap and very effective way of having a range of voltages available for development.
The ATX supply pin-out is here.
Alternatively, there are a wide range of 3.3V regulators available, including switching ones like the LM2574 or linear ones like the 78L33. Farnell or RS will ship to most places (and they stock both of these parts); alternatively some bits are on ebay (search for 78L33 and you get a few links from "international sellers") and you can probably get them shipped pretty much anywhere. Where are you located?
Apologies for the lack of links for Farnell, RS or ebay: it'll only let me add one hyperlink as I'm a new chiphacker.com user!