Best way to create connections

I would still use these connectors, but soldering wires to the PCB would be just fine.

If there is going to be a lot of flexing, you need good insulation and multi strand wires.
Just purchased this wire for a flex application, its great.
http://www.ebay.com/itm/5M-Flexible-Stranded-Silicone-Rubber-Wire-Cable-24AWG-Gauge-OD-1-5mm-Black-BS5-/172742251859?hash=item28383d9553:g:9VsAAOSw~e5ZSrRS

40 strands for AWG#24

.