I've built quite a few permanent projects with plug-in "breadboards". But some soldering is always required.
For larger compononents (capacitors, diodes, voltage regulators, etc), I've used [u]this type of terminal block[/u]. You make connections by putting two or more wires or leads into the hole, and screwing it down. They are easy to cut-down if you need fewer terminals/connections. I've built power supplies this way a couple of times... I don't remember for sure, but there was probably some soldering involved with these projects.
You can get [u]conductive adhesive[/u], but it should only be used when soldering is impractical or impossible.