I bought a simple rheostat from Home Depot, same as you would use for light dimming. It worked fine. I was careful not to turn it so far down that the fan stopped entirely, but I could run it pretty low. Turn it all the way counter-clockwise and it clicked off. I installed it in a standard two-gang box, rheostat on one side and the controlled outlet on the other, plugged the fan into the controlled outlet.
I tried a much-more-expensive router speed control from a woodworking catalog, which contained a circuit board and did not work at all with my fan. There must be some electrical / motor principle that explains why, but you'll never get it out of me!