For analog connections, I find latching XLR connectors a well engineered pleasure to use. I use them for both long and short ICs everywhere throughout my system, including the 7.1 outputs from my DAC directly to my amps and sub. They are, no doubt, an important reason why my system is dead silent with ear to the speakers. The fact that they support long runs better than anything else is also important to me, with their 3 wire differential plus shield configuration. With true XLRs, the R stands for rubber, also making the connection gas tight. They have many other advantages. Pros, HT installers, etc. strongly prefer them for many valid reasons. They save much time and trouble in those situations.
I banished friction fit RCA connectors long ago. They are inconsistent, with either too much or too little pressure. Often to disconnect, a twist of the connector is necessary, and, as often as not, that merely unscrews the connector barrel rather than removing it from the jack. They are no fun trying to connect/disconnect in a tight cabinet while reaching around the component. Fancy, expensive locking RCAs are a considerable step down in ease of use vs. XLRs. They require two hands, and they still lack the balanced connection advantages in grounding and noise suppression.
While I agree there may be little sonic difference with short analog IC runs, it is the ease and pleasure in use that makes XLRs far preferable to me, as well as the balanced differential connection in long runs.
With digital connections, I use USB. But, if I had to choose between the other connectors, I would prefer XLR/AES or BNC/Spdif coax and avoid RCAs for similar reasons, even if the sound was identical.