wiring checking with meter?

Hi, I am new to car alarm installation but not new to electrical circuits. Please help. Is there an easy way to check the wires with a ohm meter. For example what is the best way to check (+ or -) voltage on a single wire in a 17 pin harness? Do I go ahead and t-tap/slide into the wire in question first to get easy access which defeat the purpose of checking voltage in the first place. The tips of my multimeter is pointy sharp but not thin enough to penetrate the pin holes in the harness. Thanks for your help with this basic question.

I "sharpened" my DMM's tip so that it pierces the wire jacket easily.Installer, IT support, and FFL. I need less hobbies.

I actually have a piercing adapter that grabs the wire.  When the wire is in between the adapter you would push the button up on the adapter in which a pin pokes the wire. Here is a similar looking item that I think is better then the one I have                       ''''''' Piercing Clip Leads""'"'

Snap-on Mac etc do a small pin and awl set, 4 pieces, good enough to penetrate most plug configurations in situ, croc clip to end of meter's lead. Having said that  I lke the above answers.

Thanks for all your suggestions. I ended up using one of my wife needles with a thread attached to it. I stick the needle in the back of the harness where the pin holds at. That give me an extension to stick volt meter tip to it.