You can even get the 7805 with connectors, heatsink, circuit board, and related parts in kit form or assembled for less than $1.50 free-shipping on eBay.
But for the applicaton at hand (12V to 4.5V), this approach is woefully inefficient. For example, since the OP says he has a "number of" lighting accessories, let's just say he needs 1 Amp of current at 4.5V. With the 7805 "linear" method, this draws 1 Amp from the 12V supply (12 Watts) to deliver 1 Amp at 4.5V (4.5 Watts). That means 7.5 Watts is wasted as heat. That heatsink will get mighty hot and even the one shown in the photo above looks a bit small to handle 7.5 Watts.
OTOH, with the "switching" method as in the modules shown earlier, the same 4.5 Watts of output would draw less than 1/2 Amp from the 12V supply (less than 6 Watts). The net effect is the same 12V supply can power double the buildings and lit accessories.