What current should I choose in bench top DC power supply?
The answer to this depends on the load of the Power Supply (PS). 

If you feed chips (gates, sensors, etc.) you must provide the nominal voltage, which is given by the manufacturer. In this case, the current that the circuit draws is not up to you, but it depends on the circuit impedance. The reason you set the current limiter to some non-zero low value is that you expect that it will draw some small amount of current. If it starts to draw, say 1 A, you have made a wrong connection, so you have a soft or hard short-circuit. In other words, the current limiter is to protect the circuit from a wrong connection and don't burn everything.

But most PSs can provide constant-current (CC). For example you can max out the voltage and turn the current knob to zero. If you connect a LED, by turning slowly the current knob you can feed the LED with 10mA, without any current-limiting resistor. The same goes for a DC motor. You can provide CC to it, so it will always develops the same amount of torque on its axis.

Keep in mind that we can only directly control the voltage. Current can be controlled, but it requires a feedback loop which measures the output current and increases or decreases the output voltage accordingly.