I like a brand called ELEGOO for board to Arduino connections.
For "intra-board" jumpering I use 24AWG solid-core wire and wire strippers. Actually, I also use nippy-cutters because they cut they wire better, not making a bend/hook at the wire end/s as cutting with strippers does. (The little hooks make placement, esp. removal, difficult.)
I think header pins are too big and will distort breadboard contacts which takes the pinch out of them.