How, oh how did I ever live without it?
Just before Christmas I finally caved in (to myself) and got myself a decent bench-top power supply. A TTi PL303-QMD (datasheet/brochure here).
Yes sure, there are more advanced units out there but this one suits my needs just fine: dual 3 ampere outputs (which can be paralleled together for a total of 6 amps), voltage span setting (so the voltage dial only adjusts voltage from e.g. 3.0 to 3.4), 500 mA mode (allowing much finer control over the current setting up to 500 mA).
And now I can't imagine how I ever got by without it. So if you are considering splurging on a decent PSU, consider no more and get this one right now!