You don't need much to build a Retro Module. For a host module (e.g. one that will house the main microcontroller board), you can start with a female DA-15 Connector. Your first client module would use a male DA-15 Connector. Modules don't need to be enclosed.
D-Sub connectors like the DA-15 Connector have three major form factors: solder, removable pins & ribbon crimp. Ribbon crimp connectors, though the most expensive of the three, will save you tons of time.
Solder-type D-Sub connectors are the easiest to find & are the hardiest. They do get to be a bit of a pain as you add more wires to the connector.
Consider starting with removable pin connectors. The pins do not require solder to assemble & are easy to move around if there is a mistake. You'll need a D-Sub pin extractor tool if you want to move pins after they've been installed.
This project has been progressing very well, though I am eager to finish the spec & put that part of the project behind me. I have been hampered by minor/major revisions to the spec as much-appreciated feedback has poured in. Revisions cause existing hardware to fall out of compliance -- and the update process is a big pain.
While chainability is certainly a great benefit, I have found greater immediate need of single modules built to keep devices charged and/or route audio to amplifiers/etc. A few of my very-simple afternoon builds see daily use.
It is very tempting to try and fit all the signals I love into every connector I find. This is not possible, and not the best of temptations. Instead, I have sought to identify connectors professionals from various industries prefer & propose things -- where appropriate -- on connetors they would be well familiar with.
My immediate goals are to both wrap up the main part of the specification process, and to finish the retromodules.com website. The site will feature tools which will, via the yaml files in the repository, make the module design/build process faster & easier.