Well I have an dht21 and arduino mega. Dht21 leads look like this
If I use jumper cable and soldering dht21 leads with jumper cable than plug-in my arduino's socket. it looks like this below image. It dont looks safe. If the device falls to the ground or something, the cables may come out of place or the place may loosen over time. If I solder the cables under the arduino, it will be hard and looks like ugly. What is the best solution to plug-in a sensor to arduino board.