It's not the first, nor the last. but this was made almost completely from parts that were lying around.
I only bought the transistor and the case.
Toroid - computer motherboard
Toroid wrappings - Computer ribbon cable
LEDs - I have a jelly jar collection :)
Resistor, 100 ohm - left-over from previous project
Switch - Computer power switch
I credit all technological plans to 1up's "how to make a joule thief" instructable.
First, I took the standard radio shack dual AA case and removed the (-) teminal and the back plate. I stuck the terminal where the plate went and hot glued it in place. Next I wound the toriod, soldered the LEDs together in parallel, soldered everything together, and fitted it into the case in the other AA battery slot. By cutting holes in the case with my dremel the LEDs and the switch poke out nicely. After it all fit in, I sealed it all in place with plenty of hot glue. The glue keeps it all from moving and shorting.
Unfortnately, the switch has no latch mechanism, so the switch must be held down the entire time light is needed.