There are a ton of DMM (multimeter) suggestion threads. I don't have any off-hand to recommend myself, but I know there is one that is commonly recommended. But yes, do make your own leads from thick gauge wire or you'll end up with untrustworthy results (see my comparison on my KD C8).
Just don't get that cheap meter Harbor Freight sells. It's ok for voltages, but stinks for tailcap currents (as seen in my post linked). I think Walmart even carries a decent one.
-Garry