Dave,
There are several methods fo making the connections. I tried the slip fit connectors like from the local hardware shops. They are a pain to do. All those have to be soldered and their lock tabs are a pain to disconnect. Go with the Weatherpack connectors. They come in 1 to 6 connectors, flat, round, square:
For the bulkhead connectors use the variant that bolts to the bulkhead and takes the stress out of the connectors and keeps them from chaffing and shorting out.
Weather Pack Bulkhead Connector Kit Weathertight w Lock | eBay
I founds the best deals on ebay. Get the big packs with the multiple assortment of connectors like these, they come with the disconnect tool. Some will have the crimper. If you are like me you will not pay attention to the ABC markings and put one or two together backwards and have to remove them and put them back in in the proper order. Just remember to extend the side tabs a bit before reintering them.
460pc Weatherpack Connector Kit Delphi Weather Pack | eBay
You may have to buy the crimper seperately but it is worth it. Mine does both crimps(wire and insulator) at one time. The trick is to slightly close up the space at the rear of the crimp so it fits into the crimo tool easily and will roll the tabs properly. Once you experiment a time or two you will see how it works and you will get perfect crimps every time. Don't get the thin crimper that requires two crimps. Get the spring loaded type. This is the one I have.
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If you have a lot of relays, put them in a project box from RadioShack. They have a lot of different sizes.
Project Enclosure (8x6x3) : Project Boxes | RadioShack.com
Then on the back to keep the connections stress free, you will want to use a terminal strip connector that is cheap at Radio Shack as well. You can trim it to your needs.
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You are only limited by your imagination as to where and how to mount them.
Bill