I like to get a simple set of leads like this, and cut off the 'gator clips. Then solder the red & black wires to the tip & sleeve of a 1/4" plug. Then you can just plug it into the guitar for quick measurements.
Ha! I've done this before. Start playing a set and I'm like 'why does everything sound so weird' and tinny? Took me three songs to work out the problem. Really would be nice to have an LED on more wahs.