Hi
the Velleman dimmer looks perfect-- it has an optically isolated input, so things are safe. And Massimo is always right, so whay not go with it? 
With DC, yes you could just send the PWM signal to a "big honking" Mosfet, as we say here, and let it amplify the PWM signal. The downside is that is usually takes a while to get those ciuits right. You would still need optical isolation, the input matching from the optoisolator to the MOSFET driver, the MOSFET driver, and then maybe some inductors to kill the noise. Small light bulbs would be a snap, but larger ones, on the order of a few amps, would present more problems. Any time I have tried to save money that way, I usually end up blowing $20 in FETS before I get a reasonably good design!
One other possibility is to use a darlington circuit with a 2N3055 as the output, but that geenrates a lot of heat. That's how they switched big DC loads back in the 70's... not that I remember that far back, but I've seen pictures, and talked to people who were there. 
These links will give you the gist of a 2N2055 based dimmer circuit:
http://ourworld.compuserve.com/homepages/Bill_Bowden/page6.htm#eyes2.gif
interestingly, they don't have a lot of inductors and the like... so maybe it will work!
good luck...