Yes, the idea with the small spring clip thing is to avoid creating a long wire loop with the oscillosscope's ground alligator clip. Output connector itself is what matters, that's what you use anyway, so you can measure there.
The suggestion of measuring over an output capacitor makes sense when you measure a power supply of an integrated product, so that there is no output connector, the supply output being connected directly to the rest of the circuitry on PCB. Then, the output capacitor is a logical place to get the most accurate ripple figure of that power supply part.