Then you should manage the speed via PWM (which basically turns it off and on very quickly to control the speed, rather than try to feed it a varying amount of power). Since it will be on or off (in terms of power) it still uses the transistor like a switch.
A darlington is where two transistors are used, with the first one feeding the second one.
Since it's a ratio of how much you want to control vs. how much you apply to the base, at high currents, it makes sense to use a darlington arrangement, because then the amount of current you need to apply to the base is dramatically smaller. Logic devices like Arduino can only supply a certain amount of current, it's best to use as little as possible to get the job done.
You can but transistors already set up, and you use them just like any other transistor, they just have HUGE gains. TIP-120 is a common Darlington power transistor.. they tend to be fairly cheap and easy to find. The gain on TIP-120 is typically a MINIMUM of 1000.
http://www.fairchildsemi.com/ds/TI/TIP120.pdf
It might be a fairly good choice for your project, they are available at almost any electronics store, even Radio Shack.