A tracking pre-regulator, as in fig5. of the National Semiconductor datasheet, is used mostly to split the dissipation up between the two regulator ICs. Whatever improvement in line or load regulation that results is likely to be offset by the poorer stability of two high negative feedback control regimes in series (ie - the two regulators, that is).
The other pre-regulator circuit mentioned by jasonhanjk utilizes a switchmode power supply ahead of the linear regulator to reduce the linear regulator's dissipation while preserving its superior transient response and without too much of in increase in noise (some noise from the switching regulator will inevitably slip past the linear regulator). Since most op-amps exhibit exceptionally high power supply rejection ratios, even well beyond 20kHz, it really is doubtful that a regulated supply, much less a pre-regulated supply, is worth implementing!