How many watts are you trying to control? There's this great little dimmer by Impact for $25 bucks that can handle up to 600w. It's the cheapest ready-made dimmer for that wattage. You might be able to build one for cheaper, though.
Higher than 600w and the router controller that Jeff mentioned is your best bet if you don't want to spend a ton of money.
Yeah, I'm a big fan of the Harbor Freight Router Speed Controller. Should handle up to 1800w, but I've had a couple melt on me. But then we buy them by the bucket loads since they're so cheap ( I couldn't make them for the price). I wait until they go on sale... $9.95... and then we'll buy 20 at a time.