@Ewertz: Don't buy/stuff connectors that you're unsure that you're going to use...
You make some very good points -- we will take these into consideration for the future if we go to a larger build -- but for the first 1-off I do want it to be fully populated so (a) I can see it in all its glory and (b) it's ready and waiting as I stuff more and more things into my Prognostication Engine
"Slightly" off topic but one day in the Hua qiang bei lu market is not enough. I think that a visit to the market should be a required part of the education for many engineers. I made sure some of the engineers in my team spent several days there in order to understand how the black cell phone market designs phones. It was enlightening and it was worth the investment. When you go there plan on at least a week. I don't understand why some geek travel company doesn't organize week long tours that cover China's different technical markets. The savings you can get buying all the stuff there can pay for part of the trip. A few days in Sheznen at the electronics market. A day in Shanghai to visit the smaller electronics market there but there is a whole section that deals in chemical lab equipment, which you cannot find in the Shenzhen market. I'm sure there is an area in China where they have a market that speciallizes just in heavy machinery like mini-lathes/mills and their full size cousins.
1. Don't buy/stuff connectors that you're unsure that you're going to use. If vanity requires that the board look pretty (fully-stuffed) from day one, you get to pay for it. Otherwise, as usual, designing/building for the worst case will simply cost you.
2. Design the board for the least per-port cost of the connectors. This might mean laying it out to accept only 4-port connectors at ~$0.35/port rather than for some of the outliers at ~$0.60/port. Because the blocks often don't snug-up to each other while maintaining their 2.54mm centers on the grid from block to block, you have to do this up front (unless you want to *try* to shave the blocks down). You may also benefit by standardizing on smaller connectors by moving up the quantity discount scale. See again #1.
3. Buying no-name parts retail from China can be a fine option for one-offs, but you can't always count on getting the same parts during subsequent buys. The usual time/cost trade-off always exists here for shipping.
4. Basically, plan ahead. One nugget of common wisdom is that you don't design a project without choosing an enclosure ahead of time. Although with 3D printers (or milling equipment), you can thoeretically make an enclosure after the fact (likely at a higher cost). In general, the design isn't done until you've gone through and settled on your entire BOM and checked the parts for availability -- otherwise you "get" to buy your way out of the hole you've dug.
As several other people mentioned, if you are looking for a cheap solution then you can use the Chinese stuff for non-mission critical projects. Search for screw terminal blocks on Deal Extreme (www.dx.com) and you will find a whole range of options that are much cheaper than DigiKey and probably good enough for most hobby applications. Shipping from DX is free to the US and several other countries. Sometimes it can take two or more weeks so don't expect overnight delivery like you can get from one of the reputable US distis. If you know anyone that is visiting Shenzhen then ask them to go to the electronics market in Hua qiang bei lu. They will be able to find any kind of connector that you can dream of, and many that you have never even dreamt of :) . Even without bargaining, USD$10 will get you enough terminal blocks to last you quite a long time. The team at SEEED Studio (www.seeedstudio.com) put together a map of where you can find things in Hua qiang bei lu. There is a downloadable version here: http://www.seeedstudio.com/depot/shenzhen-map-for-makers-p-1585.html?cPath=70_72
...that's the category under which Digikey lists these items, although actually you're mixing the Phoenix Contact (6 amp) series in with the TE/Buchanan (10 amp) part numbers. I like these blocks for PCBs but it's so darn difficult and expensive to get a circuit board trace that you can trust to handle 10 amps (2 oz copper and all that)! So occasionally on my own designs I'll use them on a PCB but it's just where I'm hand-wiring that portion of the circuit on the board. (You'll also note the pins are slightly larger diameter than the holes they provide on the pre-punched board.) Where I only need up to say an amp per circuit the regular dual-row IDC variety seems to do nicely, if you don't need all that density just wire up one row per connector and you get the same circuit density much cheaper. (You could go to 2mm series too but it only improves density about 25% and you may pay a premium for it.)
So with the screw terminals you're really paying for current AND circuit density, wouldn't pay for both if you don't need it. In a lot of cases you might just relocate the "connectivity issue" to the other end of the ribbon cable, and just pocket the savings from that solution.