Current source for milliohm loads?
So you can build a +/- 0.5V at several amperes power supply, using switching regulators, say.  

Then build an output buffer stage for an op-amp fed from that supply, current feedback from a small sense resistor (say 10-20m\$\Omega\$) with Kelvin connection. Done.

If you don't care about crossover distortion, a complementary pair of BJTs will do the trick. Since the op-amp will be powered by a much higher voltage (say +/-5V) there will be plenty of voltage to drive the bases. 

Edit: Something like the below circuit. The transistors need to have a beta of something like 100 at your 2-3A, so the base current will +/-20-30mA. For example 2SB1412/2SD2118. 







simulate this circuit &ndash; Schematic created using CircuitLab

As @GeorgeHerold suggests, if you only need one polarity, you can leave out the transistor and associated supply (probably the PNP would be best to excise), which makes it much simpler.