Honestly, I think it's easier and nearly as cheap to drive power LEDs with dedicated ICs. There are many out there on the market, like the STP04CM05 I mentioned earlier. I got those for $2.20 a pop from Mouser. There are also single-channel drivers with PWM input that you can run from the TI PWM chips like the TLC5940, which you can combine for hardware PWM control (3000+ levels). I like the STP04CM05 with software PWM because it minimizes the PCB size and BOM.
If you are using the TLC5940, you don't want to drive LEDs directly with it, but instead control a constant-current IC or a transistor (you may find a hex inverter IC useful in that case since 'on' is LOW on the TLC).
I'm actually using the DealExtreme LEDs in our projects. They have good consistency and you can't beat the price. The are very sensitive to overcurrent situations though.
As far as beam concentration, I recommend a reflector over a lens for most uses. As you have found, the collimating lenses essentially project a huge image of the LED pads onto your target surface. Personally, I like the SO27XA reflector but I'm not sure about it's availability outside of the States. A diffusing material can help as well; frosted window film is cheap and works quite nicely.