Connecting wires - use a terminal block?

Thanks, but I'm using a breadboard, and that's the source of my problem. It's bulky and there are lots of wires feeding into it. The sensor shield doesn't look like it would solve anything either as I'd still have the same number of wires. A possible solution would be to simply tie the wires together and put tape around them and have a single wire out of that going into the Mega but I'd rather have something a little more solid than that. I envisaged a small block into which I could route the wires, then have a single wire go into the board. I'd do something similar for the 5v wires. The remaining ones which go to the digital inputs would then just be shortened and neatened as far as possible.