How to better secure wires to female header?

My prototyping is done and I'd like a more secure way to secure the wires in to the arduino instead of just jamming them in. I'm not looking to permanently adhere them to the unit, just something better/sturdier than the jammin` method.

Suggestions?

I generally use hot glue or electrical tape for semi permanent mounting. Hot glue can be peeled right off as long as you take care not to get it stuck in any holes. thats how i have wires connected directly to a wii nunchuck.

single row male header pins like these work well: PCB Headers

Oo I wonder if radio shack carries those! Prolly not...

Do radio shack carry any interesting components these days?

If not, there are many online electronics places that have them, here is one in the US I have used:
http://www.nkcelectronics.com/break-away-40pin-machine-pin-header-ma.html