For those who are actually interested in this field, the proper way to measure this would be with a four point probe. You do need a constant current source and a high-impedence voltage meter, though.

Also, you don't need to solder wires to the sample. But if you want to measure the hall resistance of a thin film of a semiconductor, you can solder a glob of indium on to four corners of a 1 cm x 1 cm wafer, put it in a magnetic field, and then do basically the same measurement as four point probe, except not inline.