Hi,
I've made current shunts out of brass. Brass is pretty decent i guess because it has about 4 or 5 times the resistance of copper and
has about 1/4 the temperature coefficient. It's also available in various thicknesses and widths at most hobby shops and some
hardware stores too.
The idea is to calculate the length going by standard width and thicknesses available, and calculate temperature rise with the intended
current level, then purchase the right thickness and width. Solder the heavy wires near the very ends (can roll the material around the
wire diameter and solder too for a good connection), then solder two sense wires a little closer toward the center. Check with a
known current and move the two wires closer together or farther apart for calibration if desired.
For example, i made a 20 amp shunt out of a piece about 2 inches long and about 1/2 inches wide that was purchased from a hobby shop.
I've also used Nichrome wire, by wrapping a length around two bolts so i had two lengths in parallel, then tightening the bolts.
The bolts in that case were the two terminals of an analog meter that needed a current shunt to work with it.