I prefer the clips at the end of a length of cable. They allow minimal pressure on the point being connected to. A fitting on the end of a test probe makes the whole probe connection long and bulky, with that extra length increasing the leverage from the weight of the cable running back to the meter, unless you can support the probes and/or cable appropriately.
I have found this an important issue at times, since the reason you generally go for clip on connections is so you can go "hands off" - typically when you are using all three hands for making adjustments somewhere else.