physical connection of component boards?

Hey all,
I'm new to Arduino but not to electronics and have a seemingly simple question I can't seem to find an answer to. I have an Uno board and a mega board. I have written a sketch for a GPS module, a dual relay module, a radio transmitter on a homebrew PCB and an argent data radio shield. My question is, how do you guys connect those component modules (GPS and relays) on their own tiny PCB's to your Arduino for a finished project? I have done all my prototyping on a breadboard with jumpers between all of the components but I can't find a way to join everything together in a more permanent manner. I have considered building one larger PCB and screwing smaller boards to the main board but I would like some other input first. Lets hear what you got!

Post photos of all the pcb your want to mount.
I believe the ProMini is actually the same pin spacing as a 24-pin socket the same size the old Eproms used to go in.I don't know the correct name for that IC socket.

I use to just build a minimum standalone 328P chip and support stuff directly into the PCB containing all the stuff I was using for a specific project. But then I found how cheap those Asian E-bay clone Nano boards are and now just mount a DIP socket into my project board and plug the nano into it.

http://www.ebay.com/itm/Mini-USB-Nano-V3-0-ATmega328-5V-Micro-controller-Board-for-Arduino-compatible-M2-/141146380601?pt=LH_DefaultDomain_0&hash=item20dcfad939

What is the proper name for the DIP socket (24-pin) you are talking about ? How do they call that size 24-pin socket ?
They used to be very common back when almost all PROMS and EEPROMs came in those sockets.

I can beat that price.

CJ_Diesel:
radio transmitter on a homebrew PCB and an argent data radio shield. My question is, how do you guys connect those component modules (GPS and relays) on their own tiny PCB’s to your Arduino for a finished project?

If you are homebrewing your PCBs, you are already off and racing. Us lesser mortals make do with proto shields but these work out pretty well and every sub-board I have ever seen has connections at 0.1" thereby enabling painless installation onto the proto by solder connection, no screws required.

Picture shows three Freetronics protos, one with a DS1307 and headers for sensors etc. , plus space for bluetooth, another with just a 5110 display, and underneath is another with clock and headers.

Well, with a project like that, I have to wonder why you are asking the question, but I would be inclined to put all that stuff on a perf board, using those stand-off like they use for motherboards. This would have some local wiring, using headers as you see fit, bringing everything together to a ribbon cable, which would connect to a small proto shield. This shield may carry boards that are appropriate to it, like a clock or SD card, or it may simply serve as a multi-pin connector to the Arduino.

using those stand-off like they use for motherboards

The ribbon cable and standoffs was the direction I was leaning towards.

Use Nylon standoffs for anything that already has mounting holes and doublesided foam tape or velcro hotglued on for anything that does not have mounting holes. My preference is velcro with both pieces hot glued (one to the board, the other to the surface the board is to mounted to . I put the hooks on the mounting surface and the loops on the boards so I can swap boards because all the boards have loops and all the mounting surfaces have hooks.