i, ive just been trying out some new drivers from national semiconductor. These are certainly not the 'simplest' circuits that you could use, but they work very well, and they are not very expensive, or tricky to put together.. You can even use the online design tools ( my web-bench ) to design your circuit, based on the various paramters you want to use..
In particualar, i've been working on drive circuits to use with 1 and 3W luxeon clones. using a current limiting resistor just is'nt that smart, it generates way too much heat. The driver i've been using is an LM3404HV which is able to run on a input voltage of between 7 and 75VDC. Its a buck psu cirucit, so it requires an external inductor, cap and diode, plus a couple of resistors. Efficency is really good, i've got over 90% out of it in some configurations. Its going to cost you a couple of dollars to build. Its got a logic level dim control, which you can attach a logic level pwm signal to ( such as the pwm output of a pic ), and get dimming control out of.
The design is is such that the output current is almost constant across the entire input voltage. Its probably mostly appropriately for higher power circuits, ( say >300mW ), anythign less, you'd probably be best doing something simpler..
for more info, check out
http://www.national.com/appinfo/power/led.html
I'm using this driver for my christmas led lighting, and i'm pretty impressed by it.. The circuit below is for a single 3W Blue LED, runnign at 700mA, 3.55V, Rd 1ohm. note, i want to dim the led using PWM, so there is no Capacitor across the output. If you just want to run them consistantly, you can reduce the size of the inductor, and put a cap in parrallel..
And now also a picture of the first prototype board for this circuit