Hi Fakhir,
Theoretically, if you have a current source, your main concern is not about the load impedance, but how much voltage your source is able to provide.
For a 500 ohm load at 20mA, your source must be able to supply at least 10V to the load.
For the current load, if the project is not too critical, you could use a simple bipolat junction transistor, such as BC548 or 2N2222, with a emitter resistor, which you vary the base voltage to set the desired current.
A more elegant solution is to use a current mirror, wich provides some isolation from the load to the control circuit.