best way to make connections

I solder everything and shrink sleeve over that. It's slow but it works.

As far as reliable connections go it's hard to beat that.
One major drawback I don't like about connectors is that they all only make contact over a pretty small area for any loads.
A bullet connector for example, usually only has two very small places around the bullet that it actually makes contact.

I don't think many people take that into account when they think of connectors.