Sheesh, how much are your paying for fan tails? I hope you're not buying them from a certain overpriced Texas-based retailer. I've seen them for US$2, which isn't dirt cheap, but not exactly bank-breaking, either. If you just want appropriate 3-pin molex connectors (to attach to bare leads or what not), you can pick those up for under US$1, or you can butcher a 3-pin extension cable (around US$1) and splice the wires.
I made a post in the Hot Deals & Classifieds forum
with the sites where I saw these prices (all US vendors). (I don't want to promote vendors in the normal SPCR forums.)