Monster QuickLock™ MKIII Self-Crimping Banana Connectors
Crutchfield Customer Review (What's this?)
Works really well. They are easy to put on, and grip the jacks really well. These replace some RocketFish plugs I was using before that just didn't seat that tight, and didn't screw together as well.
Pros: Easy to use, fits tight
Cons: gets spendy if you have multiple cables to make