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you don't need the wrench to be a thin profile for the headset?
For the lock nut, you don't need super thin jaws, although if you're getting the adjustable wrench just for your cycling tool box, thin jaws would be a good plan (handy hint; add search term 'plumber' to find the thin jaw adjustable wrenches) as they can get into some of the nooks and crannies.
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I can wiggle my caliper and get various readings, hence its crapiness
It's Christmas, treat yourself:
http://www.mitutoyo.co.uk/small-tool-instruments-and-data-management/calipers/500-737-10:-)
I can wiggle my caliper and get various readings, hence its crapiness. An adjustable spanner may be a good idea then since you don't need the wrench to be a thin profile for the headset?