Lately I've noticed that I've been mostly using "home made" test leads (granted I've been looking TTL signals and don't have real logic analyzer)...
These were some cheap (eBay/etc) alligator clip leads, that I simply cut of the cheap clips and then crimped on some 2.54mm "du pont" connectors...
Quick and easy, except shaving off the thick insulation, so that the connector fits, can get bit frustrating...
It would be nice to see what kind of test leads others have come up with...