In addition, paralleling output capacitors is the only way to achieve a suitable capacitance, ESR and current ripple capability. You may want to take a look at the CPU voltage regulators of any recent PC motherboard and reconsider about "bad practice". Paralleling capacitors of different value is somewhat unusual, and unreasonable from a lean BOM perspective, but not particular damnable.
Regarding the basic probing question. You are right about the problem with probe ground leads. Connecting a cable directly isn't a bad idea, but the 50 ohm load will attenuate high frequent "noise" to some extent. I also fear, that you get slightly different interference levels for each probing point. So it's a bit arbitrary to select one.
In my opinion, an appropriate probing location depends on the application and can't be determined generally.