I second the Blue Sea products. Here is what I used:
http://www.bluesea.com/product.asp?Product_Id=30138&d_Id=7465&l1=7465&l2= Big stud allows multiple wires to be secured, small screws allow for smaller wires.
Note that the proper installation of a battery would have only one wire to the battery post. When you have multiple wires it makes changing the battery more difficult and increases the chances that the connection becomes loose. Much better to have one wire from the battery to the distribution post, and then tighten that nut REALLY tight!