Adjustable constant current source using a lm317
One way to handle this would be to divide the current-setting resistance into 2 or 3 values in series, and use relays or optoisolators (depending on the magnitudes of the currents in question) to short 1 or 2 of them out as needed.

For example, this Toshiba TLP176A(F) has an on-state resistance of just 2&Omega; and can handle 400 mA.







simulate this circuit &ndash; Schematic created using CircuitLab

However, at the current levels you're talking about, perhaps reed relays would be a better answer.