Designing and building your own guitar effects is a great way to combine a passion for electronics and guitar. However, when testing new designs, I found the fragile circuit on the solderless breadboard was difficult to connect to patch cords and control the potentiometers.
The answer was simple: build a guitar pedal just for prototyping!
UPDATE: The wire pin sockets I was using for signal in/out broke on me, so I made use of the spare holes and put in binding posts for them. Definitely a great improvement.
Some great guitar pedal building references:
<- great forum
<- well-documented projects
<- projects and kits available
<- more good pedals and amp designs
<- lots of pedal stuff
<- a good few more schematics and projects