Hi,
Good contact with breadboards needs square pins, in my opinion.
See a lot about these interconnections in general On THIS Page
The square pins that fit tightly in a breadboard can either be from a "pin strip" that then goes to good quality female cables, or with typical ribbon cable that has male ends, like THESE
The jumpers that are widely available that have thinner round pins seem to be loose in most breadboards.
DISCLAIMER: Mentioned stuff from my own shop...