I personally use a z-bend at the servo and a clevis at the horn, and it's simple to make, simple to adjust, and with a high quality clevis, pretty reliable.

However, I think the EZ connectors are probably OK, at least for .40 size planes. I always use the steel retaining washers, rather than the plastic. Have you ever tried to get one of those metal washers off? It's very difficult, so I think the chance of coming off in flight is zero. That leaves the chance of the set screw coming loose. If you use the softish push rods they sell at the hobby shop, the set screw will dig itself pretty well into the push rod, and in my experience, they don't come loose. You have to be careful if you make your own pushrods from bicycle spokes or hardware store rod, though, because the steel may be harder, and the set screws may not bite well enough.