I build my own banana-to-dupont cables, it's far more convenient and reliable than alligator clips to dupont jumper wires. I've done that in the past, and it's hella ghetto, you end up with stuff coming loose, or shorting out… it's OK in a pinch but you'll be happier with properly made cables. Making test leads is a great way to practice your cable termination/splicing/dressing, by the way.
I mean how else is one supposed to do it? I don't even see banana to dupont on Amazon. What do people do if they can't make their own? (how DO you make your own? Literally take a banana plug cable, take a dupont cable, cut off the ends, strip the insulation off, wrap the wires together somehow, add heatshrink, voila? Or no?
Maybe making some of these would be a good experience.
I've never seen a banana-to-male dupont cable for sale, ever. I find it baffling because I find them so incredibly useful for connecting to breadboards and PCB headers. (The closest you can get is banana-to-pin adapters, but they tend to be costly!) It doesn't help that "dupont" isn't really the official name for those things, it's what the chinese seem to have settled on calling them. (There is no universal name for them, really.) So it is possible that
somebody makes them, but under what name? (Banana-to-female dupont do exist, but are nonetheless extraordinarily rare.)
So yes, what you'd do is buy some sacrificial dupont jumper cables (for example, a M-F 30cm, so you can cut it in half and get half M, half F of about 6" each), some nice 20 or 18ga test lead wire to whatever length you want, splice those together (soldered and heatshrinked,
kinda like this), and then attach a banana plug to the other end. (Or yes, you could cut a prebought banana cable in half and use that.)
I've also made some male dupont-to-banana cables by soldering male header pins (the kind intended for PCBs) directly to 24ga silicone test lead wire, and then soldering that to a solder-type banana plug. But the pin is some fiddly soldering, so perhaps not the ideal thing to begin with. I also do some by crimping dupont pins/jacks, but lemme tell you, affordable crimping tools and dupont parts are fiddly as fuck, and it's a rabbit hole I kinda wish I'd never even gone down. I suggest you start with the splicing method for now.
Someone totally unwilling to make their own might purchase off-the-shelf banana-banana cables and then banana-to-pin adapters like the Pomona 4690 and 4691 (female and male, respectively). These adapters work well, but their substantial girth really gets in the way, I find. The weight of the adapter and banana plug will pull a small breadboard or PCB on its side! And they're kinda expensive, at around $5 per adapter.
But ultimately don't sweat this too much. Start with the basics (banana-banana, banana-minigrabber, and minigrabber-minigrabber; I suggest 18"-24"), and buy yourself some flexible wire and some quality banana plugs (any of the brands I listed above is great) and make additional cables as you discover the need for them. I highly recommend the Pomona 1825 banana plugs, because they're solderless with a set screw that requires no disassembly, so you can easily and quickly build a custom cable with them for a specific purpose, and later reuse the plugs for some other cable as your needs change. (Many other plugs hide the set screw under a sheath that you have to wrestle off first.)
So these banana plugs, the screw just compresses down so it grabs onto the exposed copper of whatever wire you feed into it? Is this like crimping?
It's not considered a crimp, but yes, the screw clamps down onto the exposed copper, resulting in both mechanical and electrical connection. You strip off like 1/4" or so. This doesn't work well for very thin wire, hence the suggestion above of splicing the thin wire onto a longer thick wire if needed. Or use solder-type banana plugs for thinner wires.