First player stuff ordered

I just ordered a 4/8 way joystick, 8 buttons, and a keyboard encoder from www.groovygamegear.com. Since this is my first attempt, I just want to get the 1st player configs working correctly. This way, I can see if I like the joystick, see how the buttons should be layed out, etc. I also want to test out building the control panel. I've got some plywood I was going to use for this first round. So I need to make sure I've got or have access to the appropriate tools.

My initial questions:
1) What type of wire to use
2) How do I connect the wires to the joystick? Solder? Quick connects?

Hopefully the parts will be here by the end of the week so I can play this weekend.