There are some really cool surface mount IDC things too, and push-in terminators for solid wire.
Solid wire through holes is OK if the wire is never going to flex. Otherwise the stranded wire lapped to surface mount pads, or soldered into through holes, with a big blob of hot glue or epoxy for maybe-sorta "strain relief" is a great pet peeve of mine - it's ugly and it breaks.
Never had a problem with Molex, myself.