I am trying to find the 3 and 4 pin female connectors used in most of the shields and sensors but I can't find the exact name. Some people call them 3 pin Molex C-GRID. I would lke to know if there is another brand with the equivalent connector and where can I buy them.
If you're talking about the female headers that run down the sides of the Arduino, search "Break Away Female Headers" on sparkfun.
I recently got a wire stuck in one that I couldn't get out so I replaced the header. The breakaway headers come with 40 pins and you can cut them down to whatever size you like.
Also, they're .1" spacing, helps to know that for searches.
the black ones used for analog i/o 3pin and the 4 pin for I2C. They use to be in many sensor shields too. the white ones you mention are similar but not exactly the same.