For linear regulators, search for "LDO" == Low Drop Off.
That is the term for a linear regulator that requires little overhead above the regulation voltage.
But my other suggestion is that there are many switch-mode regulators that are designed for this conversion, that will allow the device to run even when the batteries get pretty low. They will take in for example, 2.8 - 4.2V and put out 3.3V. Disadvantages: generally use a coil and a couple caps for external components, and some added EMI.