I've made Dave's CC-Load to.

First "slam together" ending with it osculating the load... Between 80 kHz and 190 kHz.
I guess I should read a bit more before putting it together, as I had
no caps in there at all.
Oh, well... That was the night-time version :p
So I skimmed through the various implementations discussed all over the forum and I ended up with the attached schematic, based on Jay_Diddys suggestions. This has been tested with a couple relative low power psu's, 1.5A@5V and 2A@12V. more testing when I finally get that lab-psu finished

The whole ting is mounted on a CPU heatsink with a fan, and I use 12V supply for it.
So far, so good. Some more testing, and I might expand it with a uC and display.
EDIT: Fixed schematic.