This video shows how to use a wirewrap tool - an excellent and in my opinion underrated alternative to soldering. It's particular useful when prototyping as it can be undone using the short end of the tool (not shown in video).
In this video I show how to connect a 4-leg RGB LED to header pins, a job that is particularly obnoxious to accomplish using solder and an iron.
I am using 30-gauge wire and the tool made by OK INDUSTRIES. Buy: alliedelec.com/search/productdetail.aspx?SKU=8271431