Dave,
I would watch out for using Ni-Chrome wire for shunting a connection. Nice short story to exemplify this, I'm working on a research project putting a pico sat into space with a stage rocket. The primary ignition source for the 3rd stage of the rocket is..... Ni-Chrome wire.
I know that the wire has a specific resistance per foot, but if you happen to knick it by accident that's going to cause a connection that might heat up quite fast. It's a sight seeing (or hearing) that stuff pop for the first time.
Instead I would recommend a high wattage current sensing resistor in series with your load and then measuring the voltage across it.
But, in all honesty, if you are going to be consistently measuring high currents, get a high quality bench multimeter. We use some nice Agilent (34055A variant) models both for my research and at my office (lab). I understand these models go for roughly $1000 new, but a somewhat older model can be found used for significantly less at the right time. Additionally, the connectivity for logging on these guys is amazing for a range of uses.
Now, in a hand held model, in my surface mount lab we have a crafstman model which fits in my hand. The three most used functions I have on there are the DC voltage, DC current, ohms (and connectivity WITH BEEP) and temperature. Make sure the hand held unit you get has temp.
Right now I have a cheap harbor freight unit in my garage for dirty work, but I'm on the lookout for a handout bench agilent. Additionally I plan on getting a decent quality handheld unit too.
In response to the idea of using an analog meter over a digital one, I somewhat disagree (only somewhat). Although a cheap digital meter might jump all over the place while the needle of a analog meter will appear to stay consistent, that's only because the needle physically can't keep up with the inconsistencies and because the needle is usually just that inaccurate. What you can do to fix this is buy a unit with two features. First, the ability to change the number of significant digits, second, the ability to set the averaging time. Therefore, the measured value will only change over a certain delta t. That way you won't have big jumps while measuring.
Finally, I have to recommend a mid range handheld unit for garage work with the above features and a real bench unit in conjunction with 2 GOOD power supplies for more accurate work.
Hopefully this all makes sense,
Ben