Are you talking about measuring mains current, like those clamp-on meters?
If yes, consider safety: what you are proposing is dangerous.
There are cheap clamp-on meters, but they work on AC only. Another alternative is to use a current transformer, a sense resistor and connect that to your multimeter (again, AC only).
Could you clarify what kind of currents, at what voltage levels, in which kind of circuits are you trying this?