Lots of great information (and opinions! 
) here, but biggest thanks to CrossRoads for his pointer to actual suppliers (I'd almost forgotten Pololu!) and especially LarryD for his masterful and detailed tutorial on how to crimp like a boss!
For all the "why not let someone else do it?" comments, the answer is that we're iterating quickly through a set of prototypes where the mechanical form is frequently changing. We want to get the wires dressed well in each one.
And, for what it's worth, I used to wire up mixing consoles ("desks" to our UK friends) and patch bays in recording studios. I'm used to do a lot of cutting, stripping and crimping. I trust that this -- like riding a bicycle -- is a skill that one never really forgets. I'll know in a couple of days!