Ok I am not entirely sure what you mean, but maybe I can help you some . . .
PIC's will output 5V DC, but can only supply a few mA. If you want to power anything from a PIC above a few mA, you need a circuit that can handle the current. You probably want to amplify the voltage too. A MOSFET, a relay, a motor driver IC, or a power op-amp can do this. It really depends on what you want to do, what you have, and how much time/money you want to spend towards it.
Also, try to avoid resistors at all costs if you are dealing with high current applications - they waste a ton of energy as dissipated heat.
A voltage regulator (a tutorial I have been meaning to write for a long time now) is really only useful if your circuit cannot tolerate voltage fluctuations. They are very inefficient and waste a lot of energy, so avoid them if you can.
If a voltage regulator is what you need but you are still dealing with high power stuff, consider a switching voltage regulator (go to www.dimensionengineering.com
for one that I use). They are much more expensive, but also much more efficient and works with a selectable voltage.
Hope that helps?