If you blow an ESC on your RC plane or multirotor then you should also check the motor attached to that ESC to make sure that it hasn't been damaged.
A traditional multi-meter is sometimes of little value because the resistance of the windings in most brushless motors is far to small to be measured accurately so a better alternative is one of the cheap Chinese LC (inductance/capacitance) meters that can be had from eBay or a number of online Sino-electronics outlets.
To find a source for these devices, just search for "LC meter" on eBay -- but be sure to check the vendor's feedback before buying.