The problem with attaching wires to magnets is that you should not solder to magnets as high temperature, even for a moment, will decrease or eliminate the magnet's ability to attract.  (See: http://www.kjmagnetics.com/faq.asp#weld )

I pondered this a bit this morning and came up with a method that works for me. 

• small cylindrical magnets (I used 1/16" x 1/4" Neodymium Magnets from K&J Magnetics ( http://www.kjmagnetics.com/proddetail.asp?prod=D14 )
• brass tubing with an inside diameter that matches the diameter of the magnets

• thin, stranded wire (I used wire from an old computer printer cable)
• heat shrink tubing to go over the brass tubing
• glue to join multiple connectors together (I used super glue but others may be better suited to the task)

Cut a piece of brass tubing about 1/2 the length of the magnet.

Put the stripped end of the stranded wire through the brass tubing then press fit the magnet into the tube pinching the wire.

Cover most of the end with heat shrink tubing.

Remember to make one end the opposite pole from the other so they will stick!

Here I joined three conductors to operate a servo.

The poles are set so that they will not stick together other than yellow to yellow, red to red and black to black.

As you can see the resistance across the joint is very low (0.09 ohms)