Programmable current source
Here's an example that goes from -15V to +15V with +/- 18mA, so unless you need higher or lower voltages it should do the trick with two chips and a handful of passives.  It provides a great deal of resolution and stability, and requires positive and negative supplies, so it may be overkill.

If you let us know what voltage range you're looking for, though, a simpler circuit may better fit the bill.

Here's another option, 100mA and 9V: http://www.discovercircuits.com/DJ-Circuits/100ma-current-source.htm 1 chip, two fets, and a handful of components.