Sounds like you are assuming that 'switching' means switching between power levels? Don't quite understand...
A switching mode power supply is one that uses an internal technique of 'switching' on and off, at high frequency, to acheive power conversion, rather than use other methods. The primary goal of a switching mode supply is efficiency - by using 'on/off' switching, at high frequency, you encounter less loss than if you use resistors, etc to achieve the same purpose. I think a downside of switching mode supplies is that they can 'whine' (whistle) due to the dramatic switch from on to off at high frequency. They can also generate interference for the same reason, and thus require additional circuitry and shielding.
Now, that's what I 'think' it means ... feel free anyone else to tell me I'm wrong! I did find this web site that may be of interest ... but it really gets into details that are a bit dull ... !
http://www.smpstech.com/tutorial/t01int.htm#SMPSDEF
Are pretty much all currently available power supplies switching mode? I assume so.