Normally a press-fit connector has special pins that bite into the metal plating of PCB through holes to guarantee a solid electrical connection.
Regular straight pin headers can be used in a similar way, when a special hole pattern is used. By offsetting every second hole by about 1/4 or 1/3 of the hole diameter, the pin header is held in place and makes contact with every single pin.
This technique can be used for all connections that are not permanent or not required for the final board, like JTAG, programming or debug headers.
I did not come up with this idea (unfortunately), I just have seen this twice recently and found it genius enough to share.
Shown in the pictures is the JTAG programming header on the Digilent C-MOD C2 board from 2004(!) and the other was the McThings Gateway (no picture of the PCB available).