You may want to consider an IDC (insulation displacement connector) connector. Here is just one of hundreds that DigiKey carries. I am certain Farnell and RS have similar offerings. You need to specify wire gauge, stranded or solid, and whether you want something that will mate with a header or some other type of socket/pin. No soldering is required. The wire is just pressed between blades to make contact. Special tools are sold for pressing the wires into the connectors, but I just use a homemade poker. They are often used for connecting ribbon cables, but versions for single wires are also available, as in this example.
try your nearest radio shack store and look at the PC MOLEX crimps they give you the idea
for the small crimps you can crimp them with EITHER do them by hand carefully with needle nose pliers (labourios boring tedious and finger nipping when tierd but possible) or use a 99p pair of blue handled crip pliers from a famous tinternet auction site with 4 letters in it
HARWINS may send you a sample if you ask them nicely