It's fairly common to have to short the power supply to set the current limit, since the meter only displays the current current. The better ones do have a better solution, since this is a bit clumsy. As for 3A vs. 5A, extra power doesn't hurt, so everything else equal, I'd chose the 5A one (but it would be a low-priority feature for me). I've rarely needed more than a few hundred mA. This is highly dependent on your application, if you're into power electronics (eg. motors, lighting, power amplifiers), you might need the 5A.