First of all, it is good to spread out heat dissipation across multiple components. That's why for sure you should use some passive components for lowering voltage before your regulator. Lets take the further example:
First of all, you should know how to treat voltage regulator from aspect of power consumption. Note that your regulator is taking some of your input current, so just for our current perspective, we can take next model for voltage regulator:
So, current for R1 and R5, wont be the same. One part of R1 current will go through the R6 (consumption of regulator). You can find this current in datasheet of the regulator you are using.
Now, if you know that you want to have 3.3V on output (Vout) of particular regulator, that means that next equation will do:
R2*Iout = 3.3V
On the other side of regulator, you want to lower your Vin voltage which will be:
Vin = V1 - R1*I1
Note also relations of current, where I1 = Iout + Iu, where Iu is load current of regulator (according to simplified model, current through R6 resistor).
Now, when you know V1, you need to decide what should your Iout be (consult your datasheet for available range). For example, you want it to be 500mA:
R2*500mA = 3.3
V1 - R1*(500mA+Iu) = Vin
You would like Vin (in this case) to be something between 4 and 5V, so from two upper equations you can choose your R1 resistor, presumably you know what your load (R2) is.
@dim: Is this more suitable then my previous answer?