Regulator for radio controlled model question

I've got a question about the Adjustable-Voltage Regulator LM317T or similar.

I'm looking to build a small simple lightweight BEC (battery elimination circuit)

I understand there are some advantages/disadvantages to using linear regulators such as this as opposed to a switching power supply. The switching power supply can cause RF noise but are generally more efficient where as the liner don't cause any RF noise but can be inefficient and create a lot of heat.

My question, If I'm using a LM317T or similar and am regulating the voltage over a small range, lets say 9VDC volts down to 6VDC will the efficiency be better with less heat if I was instead regulating the range over a much broader spectrum say from 24VDC down to 6VDC?

I'd also assume that the heat and inefficiency goes up with the current draw?

I suspect this to be true but I'm sure there are those of you out there who would know for sure.

I'm looking for an output voltage of 4.5 to 6 VDC with a couple of amps.

Thanks, Lawrence