I found these cheap LED rings. I guess with a little work it can be adjusted to IR.
http://www.uxcell.com/led-laser-finger-glow-rings-fun-p-5055.html


Also - LED projectors
http://www.uxcell.com/led-aluminum-alloy-bright-light-torch-flashlight-red-p-4686.html

Oh. 
But I guess it will still be effective for some kinds of interaction (like the VR stuff) where you need it always on.

Here are a few more ideas:
I found them with companies specializing in "marketing collateral", so its probably junk you can find everywhere:


Using two of these, and switching the 3 leds inside for 3 IR leds (preferably the 100mA kind) will give you a flexible platform to clip on to a baseball cap for example.
They sell something pretty similar here: http://www.southsummit.com/catalog/product_info.php?products_id=3934


I didn't actually get down to doing this project, but this clips on to the front of a baseball cap too. If you switch the side leds for IR, you could use it for VR.
This site: http://gadget.brando.com.hk/prod_detail.php?prod_id=00140
sells them for about 16 dollars, but with a bit of creative googling, (baseball cap 5 led) will probably bring up some results close to you.