This is a somewhat tricky issue. In general there can be a dependence on the regularization scheme, and one must be careful, how one defines the physical (finite) quantities, i.e., the renormalization scheme.
In a Dyson-renormalizable theory, the renormalization scheme for the S-matrix is fixed by a finite number of renormalization conditions, which can be formulated as conditions for a finite number of proper vertex functions. Then there is no need for any regularization scheme, but you can read the naive Feynman rules as rules to build the integrands of the loop integrals. The integrals themselves are usually divergent, but now you use the renormalization conditions to subtract these divergences. For diagrams with more than two loops this is complicated by the fact that a diagram in general has not only overall divergences but contains divergent subdiagrams. This is handled by the BPHZ scheme (Zimmermann's forrest formula). After you've done the appropriate subtractions from the integrand, you are left is a UV finite integral over the loop momenta.
Using a regularization scheme as an intermediate step can simplify the task, because you can do the integrals first and then the subtractions. Here, you have to be careful to choose a renormalization scheme which does not violate the symmetries that may be important for the renormalizability of the theory. E.g., in QED the four-photon vertex is superficially logarithmically divergent but in reality it's finite due to the gauge invariance, leading to Ward-Takahashi identities. If you violate gauge invariance (which is in fact very easy), such arguments won't apply. Here, you choose a renormalization scheme which keeps the regularized theory gauge invariant. The most elegant one is dimensional regularizatio, invented by 't Hooft in his proof of the renormalizability of non-abelian gauge theories. Another scheme is the Pauli-Villars regularization. Of course, you can also use the regularization free BPHZ renormalization, but this may become a bit cumbersome, because you cannot subtract the divergent vertex parts at 0 external momenta since the photon is massless, and you'll introduce artificial IR divergences which are not easily dealt with. So you have to subtract with the external momenta at some spacelike point, which introduces a renormalization scale. This is necessarily the case in any theory, containing massless particles. So here, dimensional regularization may be more convenient.
Although many symmetries are robust under dimensional regularization, there is one exception, and that's for chiral models like the electroweak sector of the standard model. Here, the trouble is that there is no unique way to treat the matrix \gamma^5=\mathrm{i} \gamma^0 \gamma^1 \gamma^2 \gamma^3 in four dimensions or the Levi-Civita tensor \epsilon^{\mu \nu \rho \sigma}.
The deeper reason for this issue, however, is that in general the renormalization conditions of the above kind are not complete. Here, you need additional constraints. E.g., there may anomalies occur, which means that not all symmetries of the classical action survive quantization. In the case of chiral couplings the \mathrm{U}(1)_L \times \mathrm{U}(1)_R symmetry is anomalously broken and thus not all the currents are conserved. Here, in addition to the usual renormalization conditions one has to specify which linear combination of the Noether currents of the classical field theory has to stay conserved to get a unique specification of the renormalization scheme. In the case of the standard model the \mathrm{U}(1)_V has to survive, because otherwise you run into trouble with electromagnetic gauge invariance. This also leads to a dimensional regularization scheme with special properties for the chiral \gamma^5 matrix in other than 4 space-time dimensions (the socalled 't Hooft definition, according to which \gamma^5 anticommutes with the first 4 \gamma matrices but commutes with all others).
In any case, if the renormalization scheme is fixed completely, the S-matrix is independent of the used regularization scheme. This independence of the physical quantities (transition-matrix elements, cross sections) leads to the socalled renormalization group equations, which describe, e.g., the running of the coupling with the renormalization scale, etc.
A lot about this you find in my QFT manuscript (however, it still lacks a chapter on anomalies):
http://fias.uni-frankfurt.de/~hees/publ/lect.pdf