Question about how to physically connect servos to an Arduino

Or get a screw terminal breakout shield
Couple of options:
http://www.ruggedcircuits.com/html/quick_shield.html
http://www.ruggedcircuits.com/html/aussie_shield.html

Or a Mega screw shield if you have a bigger board
http://www.crossroadsfencing.com/BobuinoRev17/