I bend the component leads over to make connections where possible, use pieces of leads I trim to make others. But where I need insulation, or a longer run, I've got an endless supply of salvaged scrap I can find something to use (little tangled up...). I've been etching my own PCBs for a few years now with toner transfer. Still use perfboard occasionally for simple stuff, or LED boards (hate drilling a lot of holes).
You can use solder to bridge adjacent holes, but its best to have some sort of wire in there for strength and support. The copper on perfboard is only held on with a thin layer of glue.