Connectors
UEXT: universal expansion connector. The standard UEXT connector consists of ten pins (two rows of five, with 0.1" spacing) and supports I2C, SPI, and RS-232 serial communication, as well as carrying +3.3V power and common ground. -- Wikipedia: UEXT
JTAG connectors?
Some connector companies in no particular order: Samtec, Molex,
Rather than wiring a connector up directly to a CPU, one typically has some input protection between them.
The SFE Footprint Library includes a few connectors.
Mark Whitis has a list of "common pitfalls of Micro Development Boards". He describes how the 26 pin connectors on his Mark Whitis Microcontroller Development Board avoid those pitfalls and have many non-obvious features that make them superior to many other connectors.
Massmind: "Maximum interconnect options from minimum board space" discusses a board pattern that gives you the option of plugging in any one of a variety of different connectors.
Connectors and data cable ideas are further discussed at Ideas#better_data_cable_ideas.