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It also made me question the validity of measurements made in such a way. I mean what does the actual circuit you are powering see?
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Exactly that point, the ripple+noise spec of, say, a COTS PSU doesn't really make any guarantees about what you'll see at the load. From an 'evaluating the circuit' perspective, consistency and repeatability of measurement (I think) should be the top concern; there are so many ways of making the noise better or worse, can easily end up chasing your tail if the measurement is varying also.
I normally add a footprint for an SMA connector, route some lines to the board edge for an end-launch SMA or a PCB coax test point (Tektronix make them, at least for their scope probe sizes). For probes, over the years I've made up various configurations of attenuators inside old matching-pad and attenuator shells: DC blockers, ones with low-pass characteristics to remove some of the fuzz when looking for switching-frequency and first few harmonics ripple or transient artifacts. I'd often use them with a preamp... mine isn't exactly the best solution, it's a Mini-circuits ZFL-500LN+ (or similar, I forget what's in the box), very important to use a limiting diode with and TBH I've kinda painted myself into a corner making things to adapt what I had available when a high input impedance preamp and a scope probe would be better for a lot of cases.
A useful thing with ripple measurement can also be a signal isolating transformer so you can synchronize the scope trigger with the switching waveform without adding additional scope grounds to the circuit, used with some waveform averaging can show up quite a lot about resonances and EMC culprits and scrubs out anything that isn't linked with the switching waveform.