Hi!! First of all THANK you for sharing your knowledge!!!! 
And thank you for spending your time writing this much of info...
Well..
May I ask you some questions(some may be obvious. But I have some questions anyways)
The graph of Vce(sat) v. collector current suggest a Vce of 0.12V for Ib=40mA,
0.15V for Ib=20mA (both for Ic=0.4A). They also show Vbe=0.8V or so
I'm sorry but I didn't find it on Graphs. }
I'am with the datasheet of BD135 but couldn't understand how to get the info you provided(.....graph of Vce(sat) v. collector current suggest a Vce of 0.12V for Ib=40mA,
0.15V for Ib=20mA (both for Ic=0.4A). They also show Vbe=0.8V or so...)
However the worst case Vce(sat) for 0.5A is 0.5V, although that is across
the whole temperature range of course.
When you mean the worst case, you mean that all infos cames as Worst case in datasheet?
"VCEsat collector-emitter saturation voltage IC= 500 mA; IB=50mA ? ? 0.5 V"
At low temperatures lets assume the Vsat is in
the range 0.1 to 0.25V
Where did you take it from?
Lets assume You are happy with Ib=20mA (the Arduino cannot source
much more safely), then the voltage across the base resistor = 5 - 0.8 = 4.2V,
so R = 4.2 / 0.02 = 210ohms. Allowing for the output resistance of the Arduino
pin of a few dozen ohms, that suggests the base resistor should be 180 ohms.
I understand this, and it has to to with the GAIN of Transistor, right?
Because you said to apply 0,20mA on the Base of Transistor, but it is relationed with the Gain, isnt?
Since I would like to have 400mA on LED, how to calculate to optain the 400mA that I need?
IN ADVANCE, THANK YOU SO MUCH!!!
Rodrigo