For most prototyping i make a circuit board. You can get small ones for about $100. If it is a really simple circuit I either use surfboards (http://search.digikey.com/us/en/cat/prototyping-products/adapter-breakout-boards/2360393?k=surfboard) or simply solder individual wires to the pins. I tend to try and keep my designs using components whose pitch I can easily solder by hand.