I wouldn't worry too much about your motors and power supply. A "lack of voltage" for stepper motors isn't that big a deal until you get to high speeds. It does affect how fast you can go, as the voltage you run at is basically the voltage available to overcome back-emf as the motor runs faster. However, it has no influence on low-end torque provided you're several times above the motor's rated voltage. At 36V, you aren't losing too much.
Bakachan, your wiring job does look good. I wouldn't worry about the amperage a D-sub can take. While it may have a rating of some sort, the distance the current is traveling through the connector is very short, so you shouldn't see much voltage drop (or much in the way of heat). What I would worry about is the extension cables you build for the motors. Make sure these are sized properly, especially if they are longer than 3 or 4 feet. For 3.5A of current, you should be using at a minimum 24 AWG wire, and these will warm up (and lose power for your motors). 22 or 20 AWG is preferred, and required if you are pulling more current.
Speaking of the limit switches, I mess around with a lot of microswitches, because one of my other hobbies is arcade hardware. But I decided to do something interesting with the switches when I came across a neat switch on Digi-Key.
Omron makes these nice low-profile chassis mount microswitches in any combination of NC/NO, roller/simulated roller/no roller/no lever, but instead of having terminals on them for disconnects or the like, they have a tiny locking plug. I'm just a huge nerd when it comes to elegant solutions, and so I had to get them. :P
So far it's been a total FLOCKING BUSTARD crimping the pins for the connectors though, despite having a MOLEX pin crimping tool. They're just so tiny! But I'll persevere!