Zak wrote:
Back to basics here guys.

I am referring to a terminal strip like this.
http://www.ledlight.dk/images/samlemuffe400x320.jpg
It may be 3 amp or 5 amp or something similar to that sort of low
capacity.

snip

The way I would love to do it is to get some sort of crimping tool
and put a small brass collar over the wire and squeeze the collar
on securely. The brass would be tough enough to resist the screw
doing any real damage.

What do you find is the best?

I bought an assortemnt of sleeves and a crimping tool,
to instrument cars,etc.
Not only it solves the fraying/breaking wire problem,
those sleeves also retain a little bit of the isolation ,
so that even if you have to move about the strip/circuit
quite a lot ,wires do not tend to disconnect,and things
look a lot more professional.
You have 2 type of sleeves, metal only, or a small piece
of coloured plastic extra.
The last ones give most protection.
(And you get coulour coding thrown it for free).