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I'm tinkering with Raspberry Pi, and envision a few small applications that will require external circuits. I find the breadboard setup to be a bit too fragile for long-term use, but I'm not sure how to make it more permanent without making a custom PCB, which seems like overkill.

Here's a crude breadboard to connect an I2C temperature sensor -- which can be redone as a cable and some heat-shrink tubing, but my next project will have a few more components. Fragile breadboard

One option seems like a few drops of glue in strategic places on the breadboard, but this seems a bit clunky.

Is there an option between breadboard and PCB?

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Yes, in fact there are some viable prototyping methods between breadboard and custom PCB. I think you're looking for a STRIPBOARD, which is a board with holes every 0.1", and copper patterns that tie some of the holes together in patterns that accommodate solder connections while allowing DIP chips to be placed without shorting.

From the wikipedia entry on stripboards:From the wikipedia entry on stripboards This shows the back side of a stripboard, where all the soldering is going on.

Many people advise to skip the breadboard stage and move right to these methods, as they're more reliable.

Lastly, don't rule out PCB's -- they can be done at about $5 per square inch in prototyping quantities if you have two or three weeks.

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Veroboard is always an option. It's got strips of copper, plenty of holes and the copper strips are easy to cut and solder. It's all on 0.1" spacing so connectors are easy to fit if in inches and tenths.

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Point-to-point construction can have its place, especially for components with a small number of connections. Turn ICs over and solder wire directly to the pins. It is faster than waiting for prototypes, and epoxy can often be applied to increase the rigidity of the circuit.

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    \$\begingroup\$ For the record, that's often called "dead bug" prototyping, because the "legs" are up in the air. \$\endgroup\$ Jan 20 '14 at 23:31
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You can find breadboards with pinouts like breadboards: one example. Also, Scott Seidman pointed out that it's relatively cheap to get real pcb's made.

Some resources for custom-made PCB's in low quantities:

OSH Park

iMall PCB Prototyping

The benefit of getting custom PCB's made is that you can easily incorporate surface mount components into your design, opening up what parts are available for your prototyping purposes (larger surface mount resistors/capacitors, TQFP packages are relatively easy to solder with a standard soldering iron). This also frees up the layout of components to fit was works best instead of where you can find a pin. On the downside, it's more difficult to fix even simple mistakes you make in the design, and you do have to design a PCB (a bit of a learning curve).

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