When using a test tone and a DMM, all speakers need to be unhooked from the amp(s) first.
For the sub, use about a 50Hz tone, for the mids, about a 200-500Hz tone, for the tweeters, about a 3000Hz tone (or higher, depending on the crossover point). Separate tones if each speaker is being individually powered (biamping or active).
If you are using one pair of channels to run the passive crossovers for the components (or just running coaxials), then a 1000Hz tone can be used to set the gain for those channels.
I'd stick with either a 0 dB or a -3 dB tone.