Necessary Bandwidth of Current Shunt Amplifier
Your ADC running at 10ksps will only support a bandwidth of &lt;5kHz in the signal.

To ensure your signal is clean for the ADC, you should select an amplifier that has a bandwidth higher than this (I would normally use a minimum of 10x, so 50kHz). There is no point in trying to 'follow' the highest frequencies in the current as you cannot measure them. 

Make sure that the amplifier has sufficient slew rate to drive the ADC range you desire. Slew rate and Gain-Bandwidth product are two different things and are not synonymous with each other.

This is, of course, true unless you are using undersampling to capture the signals within this range where you would need an amplifier with sufficient bandwidth and slew rate to follow the signal. 

If your intention is to measure the average low frequency currents, then your option 1 should suffice.

HTH