MCLR / Vdd - 5v (if running a 5v power supply, otherwise, take all these reading and divide them down accordingly)
Vss - 0v
OSC1 / OSC2 - with an external oscillator/crystal, somewhere around 2.5v give or take, because the meter is really reading DC, it's catching the average of the DC, which since it's going high/low/high/etc, is around 2.5v.
Pins set to an input will most likely read about 2.5v, or a suitable fraction of the main power supply voltage.
Pins set to output and logic low will be between 0v and about .6v
Pins set to output and logic high will be around 7/10 of the main power voltage.
All interconnects on your breadboard should be practically a dead short, like less than about 10 ohms or so. Don't forget to check your multimeter leads themselves for resistance.
Hopefully this is what you were asking about. Sounds a tad bit basic to me, but that's just me...
By checking the new chip against the old chip alongside it in identical circuits, you are doing what I call a 'signature check', good troubleshooting technique, but it really only works if you've got a couple of known good working setups to verify another bad setup.