"Best" is such a funny word. DB9 are cheap and cheerful, but I doubt many think they're best at anything. Possibly not ideal for steppers, though if only an amp or so, shouldn't be too bad, but solder-bucket type (rather than crimp) are likely to fracture over time. A lot of us use the GX16s or GX20s for steppers. Question is - what's your environment - if not damp (e.g. coolant, etc) then you don't need anything too exotic. Really useful, in a paradoxical sort of way if you can e.g. swap stepper axis over (i.e. like-connectors without unique keying) - for quickly checking motors/drivers when you have problems, arguably similar for limit switches. My own strategy at this time - 4-pin XLR for steppers (high current capacity, very cheap from CPC/Farnell) and DB9 for signalling (just because you can get 3M 1-1 cables made up for peanuts).