I would use the center wire from the coil, as Chas mentioned, not a spark plug wire. You can stick a bolt in it or maybe a spark plug. Then you'll get six times as many sparks, if the coil and ignition module are okay.
If you still don't get any spark, connect a small wire to the coil's negative post (Chas's suggestion again), turn the key on, and tap the other end of the wire to ground. Have the center wire of the coil, with something metallic in it, close to ground, about a spark plug gap away. You should see a small spark there and a big spark from the end of the center wire of the coil. You will be essentially acting as the ignition module, making and breaking the coil power circuit. This test will narrow it all down to the coil. As Chas said, if you don't get a spark with this test your coil is bad.
When you did the test below, what you did was connect the two leads to essentially the same point. The coil negative is connected to the battery positive post, through the coil, then the positive post and the wiring. Every thing looks about right on your measurements. Do the test with the wire on the negative post. Connect the wire, let it hang in space, turn on the key, tap-spark-tap-spark-tap...is what should happen. Your injectors should click on every third tap also. It's a simple test of the ECU and wiring, in addition to the coil