Get a keypad shield and plug right onto the Arduino.
That said, you should learn to solder at least well enough to solder on pin header; as far as soldering tasks goes, it's pretty easy. You really limit yourself if you have to avoid anything that involves even soldering on pin header - it is much easier to find cheap modules without the pin header installed (often they ship with pin header included but not soldered on - on the grounds that 'everyone can solder pin header' and it's better to let the customer choose whether to install the pin header (vs soldering wires on directly for tight spaces), and if they do, which side to put it on, whether to use the straight pin header they supplied or your own right angle pin header, or a connector, etc.). It's easier and cheaper to ship parts without pin header mounted on them, and they're less likely to get damaged in transit (bent pins are a problem if the pin header is attached during shipping, since all the affordable ebay vendors ship in bubble mailers and the like, not boxes), and are cheaper to produce (usually the modules/etc have all surface mount parts - except the pin header - so mass producing them with pin header would require an additional manufacturing step. And as I said, most people prefer the pin header not be installed for them, so they can decide if and what sort of header to use.