My shop-mate Stuart is a master prototyper. He frequently uses Phoenix Contact DIN rail terminal blocks for wire-up.
Taking a page from his book, I got my own set of Phoenix Contact DIN rail terminal blocks (3044102):
Terminal blocks make for easy changes. The red bridge-bars create busses with as many connections as you need. You can easily probe any point in the circuit. Everything is bolted down to the chassis.
Connectors may seem like an insignificant part, but these will really help.