I want to build a current sensor with this ranges using shunt resistances
1mA-10mA -------> 250ohm / 25mW
10mA-100mA -----> 25ohm / 0.25W
100mA-1000mA---> 2.5ohm / 2,5W
Any body has an idea if I can get these resistances online? 
Yeay, you can.
But I don't think it's very practical... In all situations you have 2,5V across the resistor at full load. I don't know what you try to power but 2,5V is a lot when you power something from 12V or even 5V.
yeah, I know what do you mean , I can deal with the dropped voltage across the shunt .
But I really need to know from where I can get the shunts ???
"Shunt" resistors are usually much lower resistance, examples:
If you want these values & power ratings,
250ohm / 25mW
25ohm / 0.25W
2.5ohm / 2.5W
you could find these at digikey.com pretty easily with their filter/selection tool.
Instead of looking for exact resistor values, I recommend you find a close standard value and scale your readings appropriately in software.
Also, it's standard practice to derate resistors. i.e. Use a resistor rated for at least twice the actual dissipated power. Since you'll be needing a couple of larger resistors, you probably don't need to use anything smaller than a 1/4W resistor. You might want to use two 1/2W resistors and a 5W resistor.
Assuming you're reading voltage-drop with the Arduino, remember the Arduino reads referenced to (its') ground. So, the current sensing resistor needs to be in the ground circuit with one end connected to ground, or you need to float (isolate) the Arduino's ground from the circuit you are measuring.
If you use the optional 1.1V reference you can get-away with lower voltage drop across your current sensing resistor(s) and you can get resolution down to ~1mV. You can also switch automatically between the 1.1V and 5V references if needed.
A multimeter would normally have a maximum of 0.2 or 0.1V across its shunt in
current measuring mode, much less wasted voltage and power. For high currents
you normally use a Kelvin 4-wire connection to the shunt in order not to be affected
by the stary resistance of the wiring.
Much easier to use a current sensor board.
This one has an onboard 0.1ohm sense resistor, and measures +/- 3.2A with 12-bit resolution.
High-side, so it does not affect ground connections.
On ebay you can find cheap hall sensor boards.
Leo..