For cable to the cables to the steppers I used a 4 conductor 18 gauge cable from Home Depot (forget what it was called, I had a spool of it from a previous job). For connectors I used Ham radio microphone plugs and receptacles - not sure where to get them online, I stop at the Hamfest when it rolls through town each March and get stuff like that there.

Having everything in one box is nice, but it is hard to find that kind of enclosure reasonably priced. I got mine used from an R&D firm.