What cable assemblies do you recommend?
well, almost all of them that aren't specifically designed for ribbon cable or other specific cable types will work fine with discrete wires.

Most of the easy to use ones aren't true IDC connectors as jeanne mentioned, and generally speaking the crimping tools are really expensive for small scale work ($150 for the tool, which is really just a pair of pliers in the right shape is normal).  You can hack crimp them and solder carefully and be fine.

TBH any of the rectangular connectors in the correct shape/spacing are fine.  Look for the ones that best match your wire and look easy to crimp without the proper tool.  

As far as i can tell in the production world its more or less a battle of who can provide the best automated tools for assembly as it is which shroud/crimp is 'better'.

The twisted wire bundle things works OK as long as the signals on the wire don't have integrity issues.  If they do, do not try it.

I ran into very much the same problem in the past when having to connect 2 pcb's together with relatively high frequency signals (multiple channels of ~3mhz I2S).  We ended up using the very thin plastic style ribbon cable (FFC or Flat Flexible Cable), the stuff you see on LCD screens or inside cell phones.  

I don't honestly to this day know a good supplier for small quantities of this stuff.  I just asked our factory in china when they normally used and they sent over a bunch of connectors and cables for me to test and match the impedance of ( i think it was 3M's FFC series but not sure).  

Worked great but I had a hell of a time attempting to find that stuff myself without it costing a fortune, like $5 for a 3inch cable, but like $0.40 from the factory.  If you can find it cost effectively, it really makes life easier for good controlled impedance interconnects.

If you do find FFC parts for a reasonable price in low quantity let me know how :)