Most examples and tutorials have you power small components by connecting them to the 5v pin on the Arduino. As part of my learning process, I've messed up an arduino or two by not considering the amount of power a component would draw or by expecting that it would be drawing less power than it actually did.
Is it - in general - a good idea to be on the safe side and virtually never power any components from the 5v pin, instead using a separate 5v power supply (or at least, a separate line to the same power supply that is powering the arduino)? It seems to me that this way, you'd at least never ruin the arduino itself should you make a mistake, just the power supply (if it's not up to the task), although it might be overcomplicating things.
What are people's best practices in this regard?