I usually unplug the connector and check for the ref voltage first. If that proves successful & if I have access to the connector pins from the back of the plug, I'll insert thin needles to attach the meter too. If you don't have access then you need to remove the weather seal or whatever to allow the insertion of the pins.
If I don't have ref voltage I look at the wiring diagram and make sure I'm checking the correct wire. If correct then I start moving back on the harness connection by connection until I do have the ref voltage. My rule of thumb is to never pierce the wire insulation to check for voltage. Many people do and get away with it - to me it is just quick and dirty, plus it allows corrosion to develop at the opening.