Should there be continuity between both ends of plug leads?Silly question but Im getting to the stage where I'm questioning the obvious

resistive and carbon covered string, you should get similar readings with meter.

A quick and dirty test for them providing you don't have heart problems-pull one off with insulated pliers while running and listen for engine speed drop.
(not advisable on new high voltage ignition systems )

dependant on length for instance a supra is 25k ohms max, but I'd guess a series lead to be 10-15k ohm/meter at a guess