You need wire ( I used 22 gauge from Radio Shack ) as well as quick-disconnects (QD), female ones for the terminals on the buttons and sticks, as well as male ones if you're doing y-connectors at any point.
My Ultimarc stuff had .25" terminals so I needed the .25" QDs for those. The happ buttons and sticks used .187" QDs. You can go with all .25" QDs and simply pre-crimp them to fit the Happ stuff, but I bought both sizes at Radio Shack. I used red-colored QDs since I used 22 gauge wire. Other colors are for different gauges.
BTW, I tried home depot for this stuff and they really let me down. It was a struggle to find any QDs at all in their mess of a connector section, and even then they only had some male .25" ones. When I asked about 22-gauge wire they laughed and sent me off. I hate having to go there at all.