Where I work, everyone was supposed to have an old black square D voltage tester, basically a coil which would jolt a sprung loaded part inside the meter and show a voltage, within a plactic case with two probes.. The idea being that it was mechanical, and also that a tester could have it in their pocket and would feel the jolt (not literally!) if any voltage was present.
I personally always use my Fluke multimeter, yes it's supposed to have fused probes with tiny tips, but when you work in panels, etc like I do, sometimes you can't get on any terminals with the shrouded probes, and likewise the fused ones can make poor contact if not fastended properly, or give unusual resistance results, so I always use un-fused probes with tips of about 8mm. I do find them a bit long, but as I say my orginal ones had about 1-2mm showing and you can;t test everything with them.
If I'm really unsure, or want to be sure then I'll normally touch a wire down to ground or arc them with a screwdriver just to be sure they are dead - my meter hasn;t lied yet anyway!!