It depends on the control you are connecting. non-critical throws can use quick connect. By non-critical I mean throttle and rudder, the controls you can still land without if you lose them. but for the critical controls (elevator and ailerons) always used z-bends or soldered clevises. My real life experience taught me this lesson all to well. During a trim flight after re-covering my Midwest Super Hots the elevator became all but unusable. all I had was just a little bit of up elevator control left, with no down control what so ever. I did manage to get it back on the ground, but not without leaving a brown streak down the back of my legs (if you know what I mean). after landing I found my problem. the quick connect I had used for the elevator had vibrated loose allowing the control rod to slip in the connector. the only thing that saved me (and gave me the little bit of up control I had left) was a blob of epoxy that had fallen on the end of control rod and was catching on the quick connect whenever I applied up elevator. that was enough to convince me. no more quick connects on critical throws for me. always use z-bends or soldered clevises. you can always leave adjustment at the other end with a screw on clevis.

hope this helps