The reason that thing has a current control is so that if (when) you go Idiot-mode and short something you should not have your whole project does not go up in smoke. The current control on my PS has saved my butt a few times :) Im very happy for it.
You dont need current control to run most electronics. Run them off of a PS that can supply a little to a lot more current than they need, and let them take what they want. If you set the current too low on a regulated supply, or even look at the knob sideways if you had it "just right" (just right=exactly as much current as the device idles with which is totally wrong for most things) the voltage drops rapidly, which can send some devices into very unstable modes of operation or at the very least they turn off. Neither of which is fun.
+1 for tread or S11. S25 may also be a good option.