You know how with lasers, the fatter you expand the beam the better it can be collimated? Well an LED is a larger source compared to the tiny emitting area of a laser, so to get the best throw you would end up with a pretty big beam.
This is usually achieved with an aspheric lens, just like what we use with lasers, but much bigger, the bigger the better, generally speaking.
You can imagine, buying a lens from a scientific supply company can get pretty expensive. Coming from the automotive HID retrofit crowd (not the annoying drop-in kits), I can also remind you that there are other sources for large clear aspherics. Search for ZKW-r lens (3" diameter) or TSX-r and FX-R lens' (2.5" diameter) to get some ideas. They are used to provide a sharper, more colorful cutoff on automotive headlamp projectors that are commonly used in the retrofit community. Usually sold in pairs, though.
You can also get decent results with narrow-angle TIR optics (total internal reflection). These look like moulded cones of clear plastic. I don't know if you will find one that is compact and still gives the parallel beam that you are looking for, though.
If you are looking around CPF, search for DEFT ;-)
