[velocipenguin]

That sounds very similar to what we're doing. We used a Radio Shack project box (albeit an aluminum one) housing an Analog Devices ADXRS150EB yaw rate sensor and a Motorola MMA1201 accelerometer. Instead of using a connector, we used nylon cable grips from Digi-Key along with shielded cable to provide strain relief and good shielding without risking the addition of additional noise from a connector. The power supply (7812 regulator, voltage divider, diodes, and 7805 regulator) is housed in a separate enclosure. Yours looks a lot neater and less unwieldy than ours; I hope it works well.