Picked up one of these IC test clips on eBay for a few quid.
The idea is that you clip it to a chip on a circuit board so you have easy access to the connections for use with test probes.
I’ve got a different use for it though. If you develop a circuit using an Atmega chip (like, say, a circuit you developed with an Arduino but have now moved to a custom board), reprogramming the chip is fiddly. The best way to make your circuit easily re-programmable is to build an ISP header onto your board – it’s just a 6-pin connector that lets you blast new programming onto the chip without removing it from the circuit.
DIY Atmega programming clip – [Link]