I use the $15 1494 crimper tool thats included in some of those Digikey kits, and from Bob. (Digikey sells it seperately but I think I'd buy a KK kit with the tool). It works great.
I have all the part #s at home but if you want to build your own kit...
1494 Crimper Tool
100 ea .093 female/male
100 ea .62 female/male
100 ea .084 female/male
.156 trifurcon pins (had to get these from bob - used for jamma/edge connectors)
.156 standard KK female pins (for monitor plugs)
Then get a few male/female 9 position .084 housings (for midway coin doors)
3,5, and 6 position .156 female KK housings for monitor plugs
Few 2 position male/female .093 housings for monitor power plugs
Then go to radio shack, get the Molex pin removal tool for .093 and they also sell a lot of .093 housings w/pins.
All told this is easily less than $100 (maybe even less than $50 I don't remember), and this kit has served me extremely well. The only things I may still splurge on if I can find them is a .84 and .062 removal tools. I've only encountered one .062 I had to fix. 99% of this is available at Digikey, the rest I found at Jammaboards.com (.156 housings are very cheap there) and Bob for the trifurcon pins.