I know this question has been raised by others before. I also have been went through threads and found out that the possible root-cause of this issue is due to the leads (or some may call it, probes?). The question is can anyone suggest me a site which sells a good pair of leads? It must be able to ship internationally as I am not staying in USA.
Cheers guys. 
bibihang, it would be better if you can make them yourself, so you can make them the shortest length (whilst remaining practical), and good quality banana plugs for the least added resistance.
I use a modified pair of test leads that have slide connectors so I can easily bug in to LED strings that also use slide connectors.
Why not make your own?
Buy two banana jacks and 1 meter of 16 AWG silicon wire, then you have 0.5 meter leads that is superior to all probes.
One end with a banana plug that fits in your DMM and the other end with raw copper (Strip 1 cm isolation), that makes good contact when pressed against a flashlight or battery.
You can probably find the parts in a hobby store or a store with heavy duty car stereo equipment. It is also easy to find on ebay.
Meritline delivers to Malaysia, to the best of my knowledge.
They have these leads:
http://www.meritline.com/43-multimeter-test-leads-black-red—-p-63418.aspx
I don’t own these, but the quality looks OK. The length seems long, but the leads of my Ideal meter are 53 inches long. My leads are rated 10a. The linked leads have a 20a rating in the photograph, which suggests heavier wire than my leads.
Edit:
Can also be bought at hkequipment on eBay:
http://www.ebay.com/itm/VICTOR-Multimeter-Ohm-Voltmeter-20A-Test-Leads-Probes-/390367584620
I have a little more confidence in the hkequipment link because of the better description of what you will get. Less chance for an unpleasant surprise.
I like these 20” 13 AWG silicone leads with banana jacks. You can then just plug on whatever probes or alligator clips you need for the job.
Very good quality, and a good seller. I have purchased from him several times.
So the 20A one is okay for the job? If the leads are really good then I will definitely order one pair from them.
i use ordinary electrical copper cable.still under reading.
why silicone wire is better than other cable for this purpose?
and when measuring we usually press the bare end against battery negative pole. does our hand interfere the reading significantly?
Silicone wire is nice because it is extremely flexible.
May I know how is the flexibility of silicon wire affecting the current flow?
It shouldn’t. The silicon is the insulating outer layer. The copper wire inside is what carries the electron flow. Silicon is more flexible than some cheap wires which use plastic as an insulating layer, which I think is what Ouchyfoot was referring to.
Yes that’s my doubt. Anyway does this 28AWG wire from Fasttech good enough? The 30AWG wires seems to be sold out already.
The silicone wire is better for handling, it tends to stay where you put it. This is good for test leads. It also handles heat really well, which is good for use in flashlights and the coating will not melt away when soldering the ends.
28 AWG is way too thin. Like HKJ said get some 16AWG silicon wire.
Also, silicon has a melting point of 1414°C (ever seen a silicon baking tray?), which is way high than cheap plastic which would probably melt at 150°C.
Yes of course. Just check your sock leads they are probably 18AWG why buy 28AWG which are thin as a thread.
Way to thin for current and it is "single core".
Try checking ebay for silicon wire, there are a lot of dealers.
Bibihang, any hardware store around will carry thick wires - just go buy one meter of thick standard electrical cable and you’re set. You get three wires inside, black, red, and you can use the extra green one however you like.
The one that cost RM3-4/m around is normally good for 20A sustained current. Cheap solution that works very well for your case.
Leads made from solid wire have no real disadvantages for this purpose and will solve any current issues.
Solid wire does not solve any issues, but makes it fairly difficult to move the wires around (At least if the wire is thick enough for current measurement).