Well it depends on resistance. I like really low resistance probes but for digital work, making a needle probe out of a stainless steel pin could be really good, since it does not matter how much resistance is in the probe when measuring a voltage signal. Really, you should have diff probes for voltage and for current/resistance I think, if you really want to optimize your measurements and keep burden voltage in check.
Dave Jones showed that gold plating really makes a huge difference. I thought about getting the less-toxic gold plate to try it out, but really I wanted to do things with pogo pins since they are gold plated, replaceable tip, good grip. But there are defiantly different things you can do. Let's just say I would need a lineup of designs to make before I bought expensive gold plate.