This is a great thread, I hope everybody gets involved and suggests ideas.
In response to the above, while thats a good idea I've often just twisted the strands together at the end and tinned the last 1/2" with solder. Done carefully the solder will not glob and the wires insert easily into breadboard. Your solution sounds more robust, though.
In addition, for making headers on a breadboard, I found that you can buy a PCB style header and use a pair of plyers to move the plastic part upwards. The result is that enough of the header pin goes down to anchor into the breadboard while enough sticks up the top for the cable to grab onto.
On a drive train I'm assembling right now, I found some bearings at Ace Hardware that were totally unlabeled and thus very cheap. I bought up all of them. I can hold them in place with an appropriately sized U-bolt. Thus they build a very strong axle capable of supporting a good deal of weight.
A new part I'm thinking of (though haven't built yet), is to make T joints for joining threaded dowels at 90 degrees. The plan is to experiment with 1/4" couplers and weldbond. I'll report back later this summer when I try it out. These kinds of items are supposed to be available from Grainger but I've not been able to find them either in the store or the catalog. One old timer at the nearby store said he is sure they used to carry them but couldn't find them in the inventory anymore.
The idea behind this is that the robot platform could be built on a kind of scaffolding. Each platform will be a rectangle cut from acrylic, with mounting holes in each corner. The platforms will stack vertically and will be supported by 1/4" nuts and washers. Therefore if I add a new battery thats taller or shorter to the battery platform, I can adjust the platform height to match it.