I'd use .htaccess. I try to avoid control panels because I'm never sure what they're actually doing. In the case of "web forwarding," control panels will generally create 302 "temporary" redirects, rather than the 301 "permanent" redirects you want. 302 redirects don't transmit PageRank and linking credits. 301 redirects do.
302 redirects can also result in duplicate content problems, because the content is seen under both urls.
I have been forwarding the domains to different pages acrross the site i.e. using a domain about purple poole widgets to my purple poole widgets page.
This to me is a dubious use of a redirected domain. I think it's also not as useful as you think. Conceivably, Google might consider that its intent is deceptive and might penalize for it.
But a link that redirects a domain name isn't beneficial because the redirected anchor text is a domain name. What's beneficial are the keywords in the domain name. If you think about it, when the link to the domain is redirected, the old domain actually no longer exists. The old domain is referenced only because of the link to it.
I feel you'd be better off just to have those descriptive keywords in your anchor text, and forget the extra redirection step and the possibility of being seen as spam.
Are you saying i should not do it or actually to put up a mini site under each domain with links to my new site?
I wouldn't use either arrangement. I would not promote multiple keyword rich domains and funnel them into a main site.
But I was answering this question about redirecting the domains...
I have been forwarding the domains to different pages across the site i.e. using a domain about purple poole widgets to my purple poole widgets page.
What I'm saying is that with this arrangement, the only real benefit is the anchor text in the links, but the downsides are the surreptitious nature of how you're getting it... ie, by using keyword rich domains and then redirecting them. I'd simply use descriptive anchor text in the nav links and forget the games involving the domains. IMO, there's no upside to using the domains and the redirects, but there's lots of possible downside.
Re the alternative...
...or actually to put up a mini site under each domain with links to my new site?
No, no, and no!
I would definitely not put up a mini site under each domain with links to your new site. Google will easily spot this for the manipulate linking scheme that it is. See all of my comments on this recent discussion....
The best use for your extra domains is simply to 301 redirect them all to your your main domain, as "vanity domains" or type-ins, but not to promote and redirect them. By "not promote," I mean, do not create links to them on the web.