There are shields available that bring out pins to terminal blocks and various connectors - have a look around.
If you are using long wires (> 2–5m?) you might need to go to twisted pairs (don’t use shielded/coax, the characteristic impedance is too low for logic signals). For very long runs (> 5–10m?) you will need to terminate logic signals with termination resistors (outputs from the Arduino can drive 220 ohms which is a good match for twisted pairs - other devices may not be so powerful).
Analog runs can be shielded though as the bandwidth is vastly lower.
Low bandwidth buses (TWI, One Wire) are more tolerant but pull up resistors need to be present at both ends of the bus if long - there are quite a few web resources out there in this case.
For extremely long runs you need differential line drivers and receivers - or consider wireless links.
If your setup has a choice of pulse width, use longer pulses for longer cable runs…
Don’t expect full-speed SPI bus to work reliably over a long cable, it just isn’t designed for that - lower speeds may well work but do test everything with the full length cable before committing the design!
For each logic signal run a ground wire with it as a twisted pair. CAT5 cable is useful as its 4 twisted pairs with guaranteed high performance - so RJ45 connectors can be a good choice - do checkout the pinouts of standard ethernet cable for where the pairs connect at each end (though you can usually make out the colour codes in the plug)