I ---smurfing--- hate that type of Molex housing.
AMP UP or JST housings ftw.
I don't have a lot of experience with the AMP UP series as they're essentially impossible to buy in the USA (unless you know of a stocking disty). The JST YL series (which is what I presume you're referring to) isn't bad. I don't like the latching mechanism - it's too difficult to disconnect - but the panel lock is really good, and I like most other aspects of the connector. The JST XL series fixes the latching mechanism but isn't as popular. The YL series is also really tough to get in the US. Oddly, Digi-Key stocks the larger VL series.
I do love the JST XH and VH series for wire-to-board connections. The older NH series isn't bad, but I like the shroud on the XH, and the NH series is not readily available in the USA. The EH series is also nice, and it's got a very small footprint for a 2.5mm/0.1" pitch connector, but the tradeoff is that it's a bit fragile. I like the Molex 2.5mm SPOX series better.
JST does have a really good online catalog, and they are starting to sell small volume directly via their website, though the prices can be a bit high. AMP and Molex have terrible online catalogs.
I personally like the AMP Universal Mate-n-Lok series for wire-to-wire multi-circuit connections. It's a bit big, but it's a tough beast with pretty good characteristics. The Molex Mini-Fit Jr. / AMP PE 4.2mm (used by the ATX power connection on PC motherboards) also works pretty well.
Yes, I have some unusually strong opinions on connectors

Most engineers seem to.
And yeah, screw the old 0.093" pin/socket connectors. I still use them occasionally, mostly because you can buy them almost anywhere (even Radio Shack sells them!) and they're crossed by everyone. The 0.062" at least is a more reasonable size, but it still has all the problems of the 0.093" series.
As to where to buy connectors, I usually just buy 'em from Digi-Key/Mouser/Allied/Jameco/etc. Not always the cheapest, but they're very reliable, and I'm often making some sort of order anyway, so I don't have to pay extra shipping. For some of the more esoteric connectors, you have to go hunting. They're not the best for terminal style connectors though. I actually buy most of those at Fry's, of all places.
On this topic, anyone know where you can get the JST 0.156" crimp style edge connectors (aka "JAMMA connectors")? I like them quite a bit better than the Molex version, and I could at least use a few contacts to patch a few extra wires onto some existing wiring harnesses I have in some Japanese cabinets.
Oh, and if you want a nice crimper that'll crimp almost anything, I have an Engineer PA-21 from Japan (they can be had on Amazon). For the tiny stuff like JST EH, PH, etc. series, I have a PA-09.