I've been successfully using the simple homemade calipers shown below for many years now. They're very accurate, they keep their shape if you happen to drop them and, being thin, they fit into the smallest gaps on virtually any spindle turning. Best of all, my homemade calipers don't cost a dime (as opposed to the many calipers you'd have to buy to make a typical spindle with a variety of different diameters). The calipers are made from scraps of plastic laminate. I lay out the required opening on a scrap piece, then use the table saw and miter gauge to nibble away the waste between the layout lines. It's important to make the cuts deep enough so the caliper can reach past the middle of the turning.