Hey evillair, <img src="{SMILIES_PATH}/icon_e_smile.gif" alt=":)" title="Smile">
Just an interesting note...
It might be worth looking at the "Delaunay Triangulation".
It's probably overkill for what you're building, and it specifically produces a mesh of triangles which is a bit stricter than what you require, but it has some nice properties.
The Delaunay Triangulation does a good job of connecting nearby points without creating sliver triangles.
It's the dual graph of the voronoi graph.
If you're familiar with voronoi patterns, for the Delaunay Triangulation, you get the center points of the voronoi cells, and create links between points in bordering cells.
Boris Delaunay, who came up with this Triangulation solution, worked on this back in the 30s. He also climbed mountains, and somewhere there's one named after him. I don't know much else about him, so I can only assume he lived as hard as he mathed.
Here's a visual animation of a Delaunay Triangulation algorithm working on a set of random points.