If you're buying a premade quadcopter kit like ArduCopter, it will come with a PCB-based Power Distribution Board. But what if you're making your own? You either have to wire together your own harness or, like xnaron did here, make your own PCB. He did a great job of it, but this may be a bit beyond most people's reach: he has both a CNC laser engraver and PCB acid etching materials. But worth reading for tips, even if you don't have the gear.