I wouldn't use them because they are expensive, too fast (=can oscillate if you are not careful with layout, bypassing, etc), and can be harder to cooldown. LT1206 only gauranties to produce 0.25A, not sure under what conditions it can output more. I'm also not sure what the schematic would be (where to place shunt?), but it's definetely not the same.
My advice: don't go with these devices. I'd just use a typical "current sink" schematic, with compensation. BTW, if base current flows through the shunt, this gives some error as this current is doesn't flow thrught the load (this is only valid for bjt pass transistor, fets are fine, but not recommended for linear application due to Spirito effect, although people use them).