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.
@Max...I have thought of doing that myself, and in fact used something similar when I was playing with my big VF display, which takes 1.4A max. But for development work I prefer having a supply limited to about 1/2 Amp - even less sometimes - that way if I do something silly (which happens not infrequently) then the chances of permanent damage or letting the smoke out of something are a little reduced. The 78M05 limits at 0.5A or you can even use a 78L05 which limits at 100mA. I am working (mostly in my mind at the moment I will admit) on a breadborad develoment system - pluggable breadboards and +/-12V and +/-5V power rails, but might think about having various current limited supplies available (maybe even a variable limit on the +5V using the good old 723 regulator). That way, with my clumsy fingers and addled brain, I will have less chance of frying expensive chips... :-)
@David: ...are very good for is to put next to a breadboard for connecting power...
I've started using a 10A switched mode 5V power supply that's really well regulated -- I have four power leads coming of fit each with a 2.1mm male plug on the end -- I can plug these directly into an Arduino -- or in th ecase om my breadboards ech I connect the breadboard to one of those 2.1mm female connectors with two screw-terminals -- so then I can just plug one of my flying power cables into this -- it make slife really simple :-)
"The electrical simplicity of the connector belies the complex mechanical design needed. The contact itself is a tradeoff between mechanical strength, conductivity, clearances, corrosion resistance, gas tight, surface area, regulatory requirements, pressure and vibration resistance. The last item is often covered by a patent. Take a look at the 13th page of this document in the section marked "The principle of vibration resistance".."
As an aside, one thing the spring-clamp type of terminals - especially those not requiring a TFS to operate - are very good for is to put next to a breadboard for connecting power or signals. They make connecting them a pleasure, and you are not tied to having a fixed arrangement. You can use speaker terminals for this as well, but they are usually a lot bigger - which can sometimes be an advantage if you have five thumbs on each hand like me.