Ah, yes, the connectors are general-purpose, and have nothing to do with LEDs specifically, although this is the context in which you happen to have encountered them; therefore searching on the term "LED" is leading you astray.
There are literally hundreds to choose from, but here are a couple example part numbers I pulled out of the Mouser catalog to point you in the right direction:
Male pin headers and female socket connectors with 0.1" pin spacing. Also socket contacts (inserts) are often sold separate from the socket itself.
They can be very expensive from electronics supply houses, ridiculously so for the female connector and insert.
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What exactly are you looking for? Straight plastic sockets with 0.1" pin spacing but do they have to be the very thin (black in your links) type such that on a row of pins in a pin header, you could plug in two right next to each other, OR could the plastic connector body be larger like those used on fans? The point is that if looking for an especially low price, one option is surplus electronics 'sites which may have something that would work (or may not) depending on the requirements beyond the basic # of pins, spacing and pin size.
You might find them called something else, generically grouped as just "connectors" or slightly more like "pin connectors" at a store/site that doesn't deal with as many connectors and just doesn't follow standard naming practices.
You might check the following surplus sites (and ebay).
That should be a big help - I just needed some keywords: header, socket, board mount, IDC.
This helps...
This would be a way to make certain components (such as pots & trimmers, 1/4" phono jacks, switches, or other sub-circuits) "plug and play" for various prototypes + experiments. The motherboard size headers are small enough where the leads match the components I'm using and the pins on a motherboard that LEDs plug into are just the right size to plug into a solderless breadboard, but are more durable than the regular breadboard jumper wires.
These outlets will often have very good prices, but sometimes it can be hard to tell exactly what you are getting, and you cannot count on getting the same thing from them next week.
I would suggest you call Digikey and Mouser and have them send you their paper catalog. there are hundreds of very similar connectors, often with very different prices. It is really hard using the web search for these things to locate the best one for your purposes, although Digikey does have a scheme where you can download parts of their catalog as pdf. Mouser probaby does too. Mouser and Digikey seem to have a competition on who can kill the most trees, though ... both of their catalogs are over 3000 pages. You will not make friends with the mailman this way.
You will find that Mouser and Digikey tend to have different pricing, as does Newark. The one that is cheaper for one thing often isn't cheaper for another. I don't think Newark has a paper catalog, unfortunate because they are often cheaper than Mouser and Digikey.
Also be aware that on these types of connectors you sometimes need to buy the pins seperately from the housing.
I think you might be looking for something that was called "daisy chain jumper wire" way back in my wire-wrap days. It came as a spool of flexible, stranded insulated wire about 24 guage or so, with an insulated single pin socket every 5 inches or so. You just counted off the number of jumpers you wanted to interconnect, and snip them off of the roll. The sockets fit over standard .025" square posts quite nicely and allowed testing minor modifications without wrapping on new wires.
They had a multitude of uses. I still have some leds and other things with single 5" wires attached to each leg (each with it's own socket at the end).
I haven't even looked for this stuff for years, and know I hava a half roll tucked away in a box somewhere. If I could only find it I'd at least have a part number and manufacturer to provide. I'll see if I can dig it out sometime in the next couple of days...
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