Veroboard. Discretes are easy, 0805 fits nicely between pads. Larger discretes can be mounted tombstone style; solder one end of the part and leave the other end pointing up, solder wire to the top. Also, there are SMD protoboards, very handy (Such as the red ones here
http://www.seeedstudio.com/depot/prototyping-protoboard-c-175_188.html).
But you need to have right tools and right technique: small tip iron with good control, good flux, thin solder, good vision or a microscope etc.
I much prefer SMD even for prototyping: it is much faster and efficient when I'm able to work on one side of the board only. Besides, a SMD resistor end solders in half a second, a wired resitor tahes about two.
