Make sure you get genuine Hitec connectors, too. At least I think that's the problem I've been having. I've bought several hitec-lookalike connectors from some online stores and Fry's, and the holes on the side that connect to the pins are deceptively large making the resulting connection very loose. So loose that the connector would not be able to hang on unless they were straight up vertical.
Comparing the ones I've bought and the actual ones that come wired to the Hitec servos, the holes are indeed larger but it's tough to tell if they aren't side by side.
Maybe there's another industry-standard size that I'm not aware of?