Solderless components

Osgeld:
if you just want to play about you can get a solderless breadboard, these things are invaluable when prototyping and they simply have interconnected spring loaded holes.

for more permanent projects there is wire-wrap, you use a tool to wrap thin wire onto special posts and sockets, the tool can range from 5 bucks at radio shack to hundreds for electric guns. you also usually have to get the posts and sockets which have sharp square or blade like pins. When you wrap the wire it forms a "cold weld" that is very strong.

Something that should be noted:

  1. Breadboards have current limits - typically about an 1 amp maximum - so keep that in mind depending on your project
  2. Wire wrapping generally produces (when done by skilled and practiced hands) a stronger mechanical join than a soldered joint
  3. The main disadvantage of wire wrapping is that if you have to change the layout for any reason, it can get hairy taking off the layers, depending on how they are layered/wrapped

On current carrying capacity of a wire-wrapped board, that would depend on the wire used; most general wire-wrap wire is fairly small gauge, and maybe has a current carrying capacity of around 1-2 amps; I'm sure it is possible to use thicker wire and such for higher currents (I've certainly seen old wire-wrapped systems that had thick wires), but where you'd get the tools and such today (or how much they would cost) would be a good question (I'm sure they still exist, though).

Wire wrap sockets also aren't as inexpensive as solderable sockets (in fact, they can be pretty pricey); you'll also be limited to thru-hole stuff as well (then again, I haven't followed wire-wrap things in a while - maybe they make wire-wrap sockets or something for some of the non-thru-hole parts?). When I did do wire-wrap, I found it was easier to put the sockets in a pad-per-hole solderable perfboard, then solder four corner pins to hold the socket in place; the other option is to use non-solderable perfboard, and glue the sockets down with hot glue or silicone (or epoxy).