I think you were right to go with screw terminals -- they're handy for prototyping because you can pretty much stuff anything in there (of various sizes and amounts) and get them to work, at least for a while (I always tug on both wires if I'm connecting two wires to a screw terminal).
Pretty much all spring clamps will work with stranded wire, but you have to open & close the spring, with a screw driver (which needs to be appropriately sized - and sometimes it's tough to hold the board, use the screw driver, and insert the wire), with levers (which can take a bit of force to operate), or possibly something else, depending on the particular model.
That would be cool if they made them in 0.1" pitch
Aah, but they do. Anything that says "tension clamp", "spring loaded" , "spring clamp" works pretty much on this principle. Provided you are using a solid core wire, there are some you just push into the connector hole. Removing means pressing a lever or inserting a (tiny) screwdriver.
@David: They have protrusions and grooves that lock them together, and of course by sod's law I had to take them all off to get at the one I had to change. Why is everything always so difficult?
Don't talk to me about life being difficult... I'm married! :-)
Do you remember that 4x4x4 3D LED cube I built? The hardest part was the transparent plastic "cage" -- it was like a 3D jigsaw without instructions. I kept on getting it almost together before finding the final piece wouldn't fit. When I did finally get it together and tried to put it on the cube, I discovered I'd effectively got it "inside out" so hat thehole for the power cord was on the wrong side... it took hours!!!
Max, you must be right about them not sending these 0.1" pitch blocks to Australia, I could not find any from any of my suppliers. Smallest I could find was 3.5 mm. However I did find these at 5mm pitch which are nice - just push the wire in and press the clip down (like speaker terminals). I've seen similar ones before but not so neat. They work out about 50c per way. if you could find these in 0.1" pitch they'd be good - and they make DIP switches that size, so why not terminals?
I'd go along with the suggestions of getting 2-and 3-way and combining them, they are usually cheaper (per way) than the bigger ones. I had to change one the other day, one of a bank of 4-3-way ones. They have protrusions and grooves that lock them together, and of course by sod's law I had to take them all off to get at the one I had to change. Why is everything always so difficult?