I got 12pcs x 40pin single row male, for $3.75 + free shipping
http://cgi.ebay.com/ws/eBayISAPI.dll?ViewItem&item=320539213897&ssPageName=STRK:MEWAX:IT
and 5pcs x 40pin single row female, for $ 2.99 + free shipping
You can buy up to 200pcs/bag for 14.99 + 6.99 postage,
which is a fine price. Sureelectronic at ebay has also 50pcs male+25
female for about $12 + free shipping.
There is also gold plated round pin header which are better quality and
also more expensive then the others.

yapahoe@
All the files and schematic you need are here:
http://doofusdog.org/arduino_stuff.html

Thanks to -dfraser-  

Great work, thank you for the quick reply, your files has all the things that I need

[MAX7435]

Hello dfraser,
In the post #37 you wrote:

I used Hyper Terminal to 'Send Text File' in uploading the .mcm files....

I would like to know how you connect the MAX7435 to PC/HyperTerminal, do have a schematic for that?
I have also download the Maxim software 7456R11.ZIP http://www.maxim-ic.com/tools/evkit/software/7456R11.ZIP for MAX7456 and need to know how to make a connection.
Thank you for all your works.

[Connecting to Arduino:]

Looking at the PDF file, from your link: http://www.cutedigi.com/pub/GPRS/LinkSprite_GSM_GPRS.pdf
 The GSM module has two serial interface, UART 0 and UART 1, the UART 0 => (pin19 TXD0) and (pin20 RXD0) there is also hardware flow control that you can see at (PDF page 19, UART Interface) and the UART 1 => (pin46 TX1) and (pin43 RX1), UART 1 has no flow control. You can use UART 0 or UART 1 to connect to Ardunio.

Connecting to Arduino:
You have to connect (GSM module TXD) to (Arduino RXD) and (GSM module RXD) to (Arduino TXD) and ground from GSM module to Arduino's ground (-minus to -minus)

Sending SMS is another matter, you have to use AT command, which you may already know that.  

You can make your new Arduino circuit by looking at this Arduino chip, ATmega168/328

Extending and Developing Arduino:
http://arduino.cc/en/Hacking/HomePage

Arduino on a breadboard:
http://itp.nyu.edu/physcomp/Tutorials/ArduinoBreadboard
http://todbot.com/blog/2006/07/11/arduino-breadboard-shield/

Maybe something like LCD Smartie http://lcdsmartie.sourceforge.net/ That is not the same, what you want to do, but near to your idea!  
You need a USB/Serial LCD and the program is free.  

Yes, you can burn Arduino bootloader and other *.Hex file, with the bit bang method: http://www.geocities.jp/arduino_diecimila/bootloader/index_en.html

If you search ebay for 16x2 LCD there are always lot of LCDs near that price, like this one here: $3 + free shipping
http://cgi.ebay.com/HD44780-1602-16x2-LCM-Character-LCD-Display-Module-New-/250658268388?cmd=ViewItem&pt=LH_DefaultDomain_0&hash=item3a5c65a4e4

PS. since you have bought all 3 LCDs, I have edit the above link, with a new one who still has some LCDs available.

@Duemilanove
I have purchased some 16x2 LCD (5V) for $3 each + free shipping from ebay and the quality is as good as the other expensive 16x2 LCDs!
http://cgi.ebay.com/HD44780-1602-16x2-LCM-Character-LCD-Display-Module-New-/150461852756?cmd=ViewItem&pt=LH_DefaultDomain_0&hash=item230839ac54

@floresta
Yes ofcourse, RS and E too, thank you for reminding.

The schematic that you see is for two-way communication, when data flows from 5V I/O to 3.3V I/O and 3.3V I/O to 5V I/O, but in your case (Arduino to 3.3V LCD) data runs only from Arduino to LCD module, that's why I recommend that you try to use series resistors (1K to 10K) at the 4 data lines from Arduino to LCD module. I have tried this method, it is easy and safe.

Using a series resistor (1K to 10K) will limit the current driven into the LCD's I/O pins, or you can use this schematic. I am useing the 1K resistors in series.

I have had the same problem, then I found out that I have to connect the LCD's pin5 R/W to Ground(0V)

The cable's (PL-2303 chip) output level is 3.3V, but the voltage level of DTR pin at your cable version is unknown! (it must be 3.3V, when it is not low)
Since there is many different cable version and PCB layout of PL-2303 chip, every cable hack depend on the very same kind cable and PCB layout of the different PL-2303 chip.  

A new approach:
The DTR pin Auto-Reset the Arduino (when uploading a sketch) by pulling the reset pin low (0V) that's way you are going to do the same as you did, but only this time set the multimeter to find the cannectivity. This time look after which pad/pin will be connected to ground(0V) when you are uploading a sketch, you have to be fast, it is only for a few seconds. (it would be more easy if your multimeter has a buzzer)