Jumper wires are a fantastic way to prototype.  These wires are designed to fit snugly into 0.1" (2.54mm) female headers, and the male and female versions connect together with a satisfying click.

Product: COM-1004

Length: 150mm (5.9in)

Pack: 10, one of each colour

Colours: Brown, white, red, black, green, purple, blue, orange, yellow, grey