Hi Cali-Sam,
Have you had a look at Linear Technologies' LT3083?
This looks like a very good regulator which is the bigger brother of the LT3080 that Dave has done some videos about with the first power supply project book, except it handles 3A and has a slightly lower voltage range (0V - 23V). It is low dropout.
It is available in a TO-220 package, so perfect for breadboarding and easily mountable on a heat sink.
The data sheet even shows you a lab supply with current limiting as one of the application examples:
For your negative requirement, do you need dual tracking and a true earth reference? If not, could you not just reverse the output terminals when you need a negative supply?
I hope this helps you out!
-M