I haven't tried this yet, but I was thinking about those long pin headers being hard to find. A workaround would be to have two rows of through-holes for each bank of headers, offset by the same distance (this bit is critical). One set of holes (e.g. the lower set) would be for standard male headers to plug into the lower board; the other set of holes would be for standard female sockets for the next board up. One could flip-flop which set of holes got used for which (e.g. lower set male on one, then lower set female on the next) so you get a zig-zag effect instead of the leaning tower of Pisa.
Maybe not as neat/pretty/compact as the wire-wrap headers, but it would use standard parts.
-j