Home depot or Lowes, they both have boxes of 100 connectors (way more than enough) for like $4 - $5 and their cheap crimper is like $4.... Thier expensive crimper is like $8 ish....
They don't sell the 20 guage wire, Radio shack sells a nice 3 spool pack for like $5 comes with red, black, and green wire something like 25 feet per roll or there abouts..
Don't forget a small package of wire ties from home depot or Lowes too... those run a couple bucks for a bag of 100 or so. I picked up 1000 of the little buggers for $12 at HOme depot.... Use scotch tape and a sharpie marker to label your wires (BOTH ends dude!)before bundeling them up with the wire ties. or if you want to spend a couple bucks on a wire labeling sticker book, that will give your wire harness a nice professional look to it.
I put the Player one buttons and joystick in the same bundle (wireing harness now <grin>) and the same for Player two. NOT the ground wires though, leave that separate and run two wires to each connector and keep going on the like a string of christmas tree lights, except you'll have a string of quick connectors.
for under $20 you can wire up your new control panel real nice nice, even with the wire marking sticker book :-)
Take your time, do it up nice, and you'll never have to worry about your wiring :-)
Mike B