Soldering a wire to a small MOSFET pin
I'd check out Proto-Advantage.  They have a lot of nice SMT to DIP/SIP boards that are pretty cheap.  Like Madmanguruman mentioned, it's far easier to properly solder the components to a board and utilize a plated through-hole for your wire.

Here is a board I found on their site that might work for you assuming the MOSFET you're using is a SOT-23 package.  They have plenty of boards for other packages as well.