Capacitors should produce an infinite reading on a multimeter. Exceptions are electrolytics and very high value block capacitors. When the positive end of an electrolytic capacitor is connected to the positive probe of an analog instrument, and a negative end to a negative probe, the needle moves slightly and gradually comes back towards infinity. This is proof the capacitor is ok, and the needle's movement is charge being stored in the capacitor. (Even small capacitors get charged while testing.)
Variable capacitors are tested by connecting an ohm-meter to them, and turning the rotor. The needle should point to infinity at all times, because any other value means the plates of the rotor and stator are touching at some point.
There are digital meters that have the ability to measure capacitance, which simplifies the process. With this said, it is worth mentioning that capacitors have considerably wider tolerance than resistors, (about 20%).