I'm not quite sure what you're asking, but I've used these, and the low output current is satisfactory for many types of circuits, as this part is just a reference. National offers their version of the part too, an LM431. Here's an example of using one:
Yeah, but you're on the right track here, as they do offer an adjustable version, the LM4041, 12mA out (the schematic of the LM4040 and the LM4041 appear to be identical, except they bring out the base pin on the latter to make it adjustable).