The "dim bulb tester" technique is useful for lots of things.
It relies on the fact that a bulb has a lower resistance when cold than when hot (it's like a huge PTC protection device)
At low currents it drops very little voltage, but as the current drawn by the device gets closer and closer to the rated current for the bulb, the voltage available to the device under test drops more and more. Effectively it limits the power dissipation in the device under test to a lower (and hopefully safer) value allowing you time to troubleshoot before semiconductors expire or fuses blow.
ESR meters can normally be used in-circuit because they typically place a very low voltage (around 100mV) across the capacitor, so it's not going to be affected by diode junctions and resistors in the circuit are almost always going to be far higher than the expected value of ESR. If you have many capacitors in parallel, the ESR meter can measure low, but you should be aware of that and multiply the result by the number of capacitors. You'll need to remove (at least 1 lead of) them to test them individually though.
It's a truism that knowing how to use the equipment you have properly will almost always yield better results than getting more equipment. For example, your oscilloscope can be used to estimate the ESR of capacitors (but it's not really convenient in most cases)