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With regards to connectors, I used DuPont connectors, like these here:
What you need are the plugs as well as female connectors. They fit snuggly to the connectors on the RAMPS board. You normally would also need something called a crimping tool to fit the female connectors onto the wires, but you can also just use a small wrench; there are plenty of instructions online of how to do this without said crimping tool.