Yes, you got my idea.
I will probably stick to use these screw terminal blocks. I have many of them.
They, have 6 independent lines each and can be cut into smaller blocks. I can just cut them in two parts, 3 lines each, and nail them under the layout. And then go to the Arduino pins and breadboard panel with the AWG24 hook-up wire.
The other possibilty as you suggest are the RJ-11 connectors but then, I would have to clamp the plug/sockets, but then if I have to change one of the signals I would have to cut one of the connectors in order to remove and replace it.
I guess I'll keep it simple with the screw terminal blocks. If I ever burn one of LED's out, I'll just unscrew three terminals and replace the signal with a new one.
Gracias, jwatte!