Here are some infos of what type of Molex are used most of the time, i know that there some other kind of connection that is easier and seem to work well, i remember Ptownkid talking about them, i use Molex because i have stock, but maybe the other solution is better, and since when you start with one you want to "finish", the stock maybe better switching in that solution, maybe he will get the thread and share?
anyway:
Need more connection, or want the cheapest or more options, then narrow the search based on specifications for getting a list of all types, watch drawings if you have a doubt on the picture and voila:
For 2.54mm:
Housing:
http://fr.farnell.com/jsp/search/productdetail.jsp?SKU=1462825
Header:
http://fr.farnell.com/molex/22-27-2021/barrette-male-kk-droite-2-54mm/dp/9731148
Crimp Conn:
http://fr.farnell.com/jsp/search/productdetail.jsp?SKU=1462641
or by 100
http://fr.farnell.com/molex/08-50-0032/contact-male-22-30awg-pqt100/dp/9773789?in_merch=true&MER=i-9b10-00001460
3.96mm:
Housing:
http://fr.farnell.com/molex/09-50-3031/boitier-a-sertir-3-96mm-kk-3-voies/dp/1756753?crosssellid=1756753&crosssell=true&in_merch=true&
Header:
http://fr.farnell.com/molex/09-65-2028/embase-male-3-96mm-kk-2-voies/dp/1756761
Crimp Conn:
http://fr.farnell.com/molex/08-50-0106/contact-a-sertir-male-18-24awg/dp/1013097?crosssellid=1013097&crosssell=true&in_merch=true&
As you can see the model name is the KK type from Molex, now if you want to buy those from another supplier, you can copy/paste the Manufacturer reference in the other supplier, it will not always work tough, but for these no prob i think.
Prices varies with the plastic type, the locking headers or not, and for the quality of the pin, gold plated or not, locking on the header i think it's better, now for crimping, Molex could be a PITA if you're not a patient guy, i crimp using a simple electrician crimping tool, i actually end up using a small clamp, faster for me now, after that i solder the connectors to the wire, won't move anymore.
TIP: don't go too far with the wire in the crimp connector, because you'll have a hard time inserting in the housing.
Hope this helps?