Pin connectors

Hey everyone! I have what should be a simple question for the electrical engs and hobbyists. I want to put pins in the input/outputs of the arduino instead of bare wire. What gauge wire and what are the proper crimp sizes that are required to do this? Can someone point me to a digikey or radioshack part for those?
Thanks so much!

I'm pretty sure that the connectors used on Arduino/etc are designed to mate with "standard" 0.025 inch square posts. It's mainly luck that they wok well with common wires. 0.025in sq posts are available in MANY forms.