I am trying to wire puck lights (5 lights came in kit, each with it's own 6-8 foot cord/plug) in series to be controlled by one switch/power source. What is the bet way to proceed? I have gone to Home Depot and Lowe's along with several Electrical supply houses looking for a "T splice/Connector" which I thought would solve my problem -- No such animal exists that I can find. Do I cut/splice/tape or run wire directly from one puck light to the other... any advice would be appreciated.

As long as the wiring is for 12 (twelve) volt puck lights, as most are, you can do pretty much as you like as long as the splices are mechanically tight and electrically insulated, best to use crimps or wirenuts. Crimps work good to be less visible.

If 120 volts, the all bets are off. And must be done per Code.

For 120 volt lights, Per Code you can not splice cords, so that's out as well. I don't know of any taps that are approved.

How about a prewired raceway? Or put in some small surface mount electrical boxes with a proper receptacle?

You say you want to wire in a series but I think you mean in a row or parallel, right?