Ripmax in the UK distribute servo connector blocks that screw down to the fuselage and provide colour coded link wires to the receiver. They look quite neat, if a little unnecessary.
Like insanemoondoggie's layout, I like to bring the servo leads to the receiver under the servo tray, with a bit of foam to stop them rubbing on the fuselage or each other. I route the aileron link wire either to a fixed point, away from the other servo arms or I tuck it into some foam when the wing is being assembled. I use servo connector locks for any link wires.
I've never had a link come loose when I didn't use them, but now that they are available, if a link ever came loose and caused damage, then failure to use a lock could be seen as negiligence.
We had a small accident at the field last Saturday. there was a minor mid air collision. One model landed OK (see, it WAS minor) but the other model stopped responding to control, shot over the pits area and car park (about 200yds from the collision) and continued on to hit an 11kV power feed to the local farm. It severed one of the phase wires that fell to the ground spitting and sparking until the protection kicked in. Unfortunately, the model was trashed, so diagnosing as to just why it flew on without control became impossible. The system was JR 2.4GHz, so there was no external antenna to be cut. Servo links?