For what it's worth, 2772e's question regarding thin guage wire, another possible solution could be the wire robbed from an old relay. On the upside it's thin, flexible, insulated and okay for stuffing inside masts', etc. You can also get miles of the stuff from old loudspeakers. Over here we call it enamel wire -- our Stateside cousins call it magnet wire, (right, Doc?). On the downside it's somewhat delicate and too puny for heavy loads. But if it's a case of running just the odd LED or ten - or in 2772e's case, a mast light - it works fine.
And while you're on the subject of connectors...
I struggled trying to figure an easy way to swap my Rx between boats without the usual hassle of plugging/unplugging all the connections. A 25-pin computer 'D' plug/socket was pressed into service. The attached photo shows said connector directly beneath the receiver. Ribbon cables are soldered from the appropriate pins to each and every servo and rc switch, etc. And although neatly glued and running parallel and ship-shape, I'm not entirely happy with the end result. A lot of work and a steady hand is needed with the soldering iron and if anything should go belly-up it's not so easy to repair without recourse to even more lots of work. In the end I abandoned the idea in favour of simply buying another Rx.
Maybe some of you with more noodle than I could adapt the same idea for better uses? After all, 'D' plug/sockets are dirt cheap and 25 pins gives you loads of scope for plenty of add-ons.
On the other hand, regarding the connections from the ship's interior to the super-structure, a bog-standard jack plug/socket has proved the best so far. If you squint you can just make out the 3.5mm jack in the photo (it's partially obscuring the Rx). This is the jack from the R/C switch which mates with a 3.5mm socket on the s/s, which feeds the cabin lights.
I'm outta here before you paranoid lot accuse me of waffling.