12v PWM LED control

I've ordered my first Arduino with the intention of using it to control my 12V LED lighting, However seeing that I haven't done anything remotely micro-controller related for over 10 years I have no idea how to convert the Arduino's pwm to the required 12V PWM.

What do I use?

Transistor. Plus google and books. You can start with this one:

http://tronixstuff.wordpress.com/

Simple to do:

example of 12V wallwarts here http://www.mpja.com/prodinfo.asp?number=17563+PD

I thought you would say transisitor but I didn't think it could handle PWM!

Would the humble 2n2222 be of use?

Sure. Default switching speed is only 490 Hz, 2n2222 can handle that just fine. Just keep an eye on the total current thru the parts so you don't smoke anything. From arduino thru NPN base, thru the NPN C-E, and thru the LED(s).