Hi
If you are talking about a volt meter, the BNC / coax setup will add a bit more stray C to your measurement. That's not much of a deal at low frequencies. It can be an issue in some cases.
The bigger question is - what are you doing? If you have a multimeter and are checking a circuit, the ground may well clip on way over there and you are probing quite a ways away. That works fine with normal test leads, not so well with BNC stuff. If you have an RF circuit and want to get accurate numbers, some sort of probe will be a better way to go than any sort of test leads. Essentially a probe is a special case of a BNC / coax test lead. They have worked a bit on the stray C issues and improved it's performance a bit.
The other question seems to be - is there a magic way to avoid a rat's nest on my bench? The simple answer to that one is - no. You will have wires and cables all over the place.
Bob