I recently finished building a spot welder and needed a means of measuring the output current during the welding pulse, so I made a low-resistance sense resistor from a piece of aluminium bar. I first worked out roughly what the dimensions should be, based on a guess at the resistivity, then made the resistor wider and filed it down until the resistance hit the desired value of 100µΩ. Here's a CAD drawing of the final dimensions - note, these probably depend on the particular alloy used. I lucked out and ended up with pretty nearly the exact resistance at the first attempt.
A piece of ¼" acrylic is used to support the aluminium to prevent it bending.
To measure the resistor, I connected it up in series with a big coil of wire (about 3Ω) to an adjustable 0-30V power supply. I then measured both the current flowing through the resistor and the voltage across it. For example, as shown in the first photo below, the current is 5.6A and the voltage is 0.56mV, giving a resistance of 100µΩ.
The last two photos show it in use on the spot welder, measuring a current of about 800A peak.