Here are two of the sets I use.
The Fluke TL-175E set is my favorite. They feel good in my hands and the cable is flexible.
The end twists to move a shroud over the tip leaving only the very end exposed if you are in a tight area.
Although the tips are pretty pointed, they are blunt so I would not use them to pierce a cable.
The "E" in the TL-175E means they came with the screw on banana ends. I did not think I'd use them but I have actually used them several times. Quicker than swapping to banana leads when setting power supplies and such. They cost around $22 US. Around $20 (TL-175) without the screw on bananas.
The Pomona 5953A set I use when I need to get into really tight areas or when I need to pierce insulation. The tips are needle sharp, adjustable, and go from completely hidden to extend over 3 inches. What I don't like is the handles are a little thin for my liking (I have big hands) and feel cheap. They also have the thinner cable. The thin cable is really flexible but does kind of get tangled on things once in awhile. Still these are very sharp and great for probing in tight places that I can't get to easily with the Flukes. These are a little more expensive than the Fluke set and cost around $26 US.
I have a set of Fluke test leads with all the different ends that came with my 87V kit but I find I use the Fluke TL-175 set most of the time.
I have heard good things about the Extech TL809 test lead kit which comes with a set of alligators and grabbers also. That set is around $16 US. I have a set on the way and will put them through the paces next week when they get here and let you know what I think of them.