Stepper current measurement puzzle
I like using the closed-loop Hall effect LEM current transducers for this sort of application. They're a lot cheaper than a genuine current probe for a scope (only about $20 or $25), have excellent accuracy and bandwidth from DC up to a couple hundred kHz. 

 

The particular one I've linked has a +/-6A range, but you can put a couple loops through to get +/-3A full scale. Just feed it a reasonably clean +5V and Robert's your uncle. 

If you want to make more of a project of it, you can offset the output with differential output between the LEM and a 2.5V reference, or actually subtract it with an op-amp and bipolar supplies, but for most purposes, just adjusting the scope zero will do the trick.