Hall devices sound great, but I've found them far noisier than I was happy with.
The better ones are all chopper-stabilized which helps a lot with stability and drift, but adds to the cost somewhat.
The last several systems I've built all used either an analog meter (for instant visual assessment) or simply an existing cable, as the shunt. I've always thought it backwards, but low-side metering makes things ever so much easier. A simple opamp at low-side gives you a low-noise, low-impedance, ground-referenced signal that goes cleanly into whatever ADC you choose to use, and using cable or meter means no "additional" losses being introduced into the system.