molex KK is about as cheap as it gets, in terms of total cost (including crimpers). JST XAD
is also a great choice if you're willing to pay for the crimpers (usually around $700) - and live with more expensive headers (Which you're probably not). Depending on what quan you're doing, find an ECM you can get along with and let them to the cable assemblies, then you can just hack together the first couple for the prototypes.
Here's an XAD 8 pos housing
for $.32 ea @ quan 1. The headers
also aren't too bad at $.52 ea quan 1 and contacts are around $.03 ea @ quan 100.
There were some discussion on this in another thread
. It actually prompted me to do some digging - I couldn't find anything cheaper than molex KK, here's a page with all the info I collected
Sager has amazing pricing on the housings ($.06 ea!) quan1 as well as the headers ($.08 ea) quan 1 and contacts ($.03 ea) quan 1.
So, molex KK from an extremely reputable supplier for around $.25 for a 4 pos header, housing and contacts - all in single quantities. I think you'll be extremely hard-pressed to find something less expensive than that.