never buy a module that has less than two mounting holes. if you have no choice, like a level converter, solder on a male header. mount it on a perfboard that has a female header, and no less than two mounting screws
buy header strips. solder wires for one to one connections to header strips. get it right, once. hot glue or RTV for strain relief. never put a wire back in the wrong place in the future
for multiple connections buy these mini breadboards:
or these mini breadboards:
to proliferate I2C, power, ground, et cetera. those little colored ones let you have one input and four outputs, and you can unplug the header to make changes without poking a hot soldering iron into your project
I mount my projects on clear plexiglass. any tiny mistake glares like a lighthouse.
to make connections to the outside, I use DB connectors. you can find 9, 15, 15 pin VGA, 25, 37, 44 and 50 pin variants, with backshells. and you can buy these:
for temporary or permanent connections in male or female variants for every DB-XX