Are there fixed connectors for gpio?
Unless you want to replace the headers with something else, which means soldering, then you will be soldering.

The options are:


Solder different connectors in the place of the existing headers
Remove the existing headers and solder wires directly in their place
Get a prototyping shield and solder wires in to that
Get a prototyping shield and solder different connectors to it.


Whatever you choose you will be soldering.

Don't be scared of soldering - it's the most basic thing you need to be able to do when you are working with electronics.