Do you need the very low current ranges? Using lower value shunts lets you sense higher currents on similar hardware, but Dave's design is optimized for the very low currents - there are some other considerations (and in some cases some cheaper parts) that will work well on higher ranges if you don't need the very low ones.
Also worth mentioning: when you start getting shunts a few ohms or less, the contact resistance and repeatability of your switch will start to matter.. If your shunt is 1k Ohms, 50mOhms variation in your contacts is a tiny amount in the noise of your measurement, but if your shunt is 500mOhm, +-50mOhm means +-10% to your reading's accuracy just from the switch.