Isn't it better to buy better quality clips from a reputable supplier and then wire/solder it as you already do? That is what I do. For my short (1 foot) test wires I buy clips from Rapid, and use 3A wire to link them with, I have it in many colours. For longer test leads I use 5A+ flexible test lead cable. No point using the cheap ebay stuff so many of their clips simply are crap let alone the wires as you have observed.
I am a smoker. Why is that related?
When I return to play with EE as hobbyist, I set myself the parameter that each time I buy some toy to support my hobby, it must come out of my smoking budget so I can reduce my then heavier smoking.
The Hanktek 6022BE was a 10 pack carton of cigarette that didn't get into my lungs.
The UT61E was another carton.
The bluetooth module was half a pack.
The cheap alligator clip is a whole pack of 20 relaxing smokes, all for a mere couple of 10x bag of bare clips with boots (red/black)...Now, loosing that pack may be good from some perspective, but each time I get some new equipment (with the corresponding cigarette reduction), my wife keep re-telling me the story: a friend of hers got her husband to try to stop smoking, and got so fed up with his agitation from withdrawal that she went got him a carton and tell him to smoke the damn thing as much as he likes.
I think she is sending me a message that if I upgrade my scope or something, she would have bashed my work-bench to bits by the 5th pack of "saved" cigarette. A cheap Owon scope delivered would be around 30 to 40 packs, there about...
So any of these "extra spending" must be measured by how much withdrawal I can take.
Excuse me, gotta run, need a smoke break...