You talk about digital multimeters, right?
Typically, specs are given as +/- (percentage of reading + Digits). Where Digits is another way to express percentage of nominal full scale value, or LSDs. The Digits rating doesn't change at low measurement values.
Therefore, one of the golden rules of using a meter is to try to use a range where your value is in the upper 2/3 of the full scale of that meter.