If you solder directly to the machines, a 20 Gauge wire fits nicely. Use a low-watt pencil iron to solder them. However, if you're lazy like me and don't mind spending a few bucks, there is an edge card connector with screw terminals available from Litchfield Station.
And just in case you want to activate a crossing gate or semaphore in s l o w m o t i o n , here's a nifty little add-on.
They also sell side mounting/remote mounting kits for the machines in case you have an errant 2x4 right where you need the machine.
Lastly, here's how the pins connect in case you want to trigger signals, etc.