Just finished my build with full internal P4. This is how I made the connectors.
Start with PCB pins and tin them with solder. I was connecting to Cateye buttons, so carefully stripped the cables approx 8mm using a scalpel. Tin these bare wires also.
Then slightly wrap the wires around the pins and hold them on while you solder the wire to the pin. Use pliers not fingers. If you have to ask why, then try it fingers first -
Then slide a piece of heat shrink over each wire ensuring that there is no possibility of short circuits. The two bare wires from each cable join together to make the common (green) wire which fits opposite the wave form at the top of the female connector.
I didn't make a male connector as such, because you end up with something that is the same. Plug the 3 wires into the female connector after first sliding some heat shrink over all the wires. The bare wires have to go into the earth hole, but the other two can go either way round. they affect which button is the up and which is the down. You need to make this decision now as it is not possible past this point.
Check the operation of the buttons.
Mix up some epoxy and dab a small amount between the three wires taking care that you do not put any near the female connector as the epoxy will ooze out following the next step.
Slide the heat shrink over the Cateye wires until it is almost touching the female connector. Heat away. Since the epoxy is still curing the heat shrink will pull the cables together and make a neat unit.
check the button operation again as this is your last chance if a pin has pulled away. Once the epoxy has cured you can pull the connector apart and reroute as necessary. I took a short cut and slide a second heat shrink over the female connector and joined the whole lot before the epoxy had cured. This meant I could start packaging everything as I went.
As always, preparation and time are the key. Also, using a good soldering iron and solder makes the job much easier.