Soldering is great for final product, but would be handy to have plugable wires that fit into the protoboard holes.

Something like this:
http://www.soundtraxx.com/access/Images/MiniMicroconnectors.jpg

Or even a special proto-board with wires/connectors similar to the 433mhz shield antenna that looks like these:
  http://faddy.manufacturer.globalsources.com/si/6008802643232/pdtl/Micro-mini/1049003585/Micro-Coaxial-Connector.htm

You could just solder female headers into the proto-board. (assuming you don't want to use the terminal block board)

Those would be nice, but expensive.