The Molex connectors Jim listed look fantastic. I stayed closer to the 0.1"-spaced Molex connectors used for PWM. Amphenol makes a locking variant of those: A34186-ND
Those connectors are designed for IDC (insulation displacement)... you're supposed to press the unstripped wire onto the connector, and sharp edges will penetrate the insulation and make contact. I found this unreliable, particularly with the yellow wire used on the Talons. It also make it very hard to slide the contact inside the housing. I had MUCH better luck soldering them instead.
Pick up some 120-ohm resistors and you can make terminators, too. Then your layout won't require you to make the PDP the last device in your chain.
Strange thing about those connectors and DigiKey, they're like hot dogs. You can only order one type in multiples of 8, the other in multiples of 10.