I would agree that bare wire is your best choice if your setup stays put (some people around here like to swap things around a bit). If you do like to disconnect things on a regular basic, go with banana plugs. Nice and easy to change things around.
Oh, the reason why I say that bare wire is best is because under a good situation, all connectors will "sound" the same as no connector (like spiffnme stated) however, with any connector, there is a chance of improper soldering or crimping and ending up with a loose connection. If done right, they all will work the same in an audio sense with the only difference being how easy it is to swap things around. For me, once I get my stuff in it's final spot in my basement, it won't be moving so I am just going to use bare wire....
