I tried to make a z bend a few times. Couldn't do it well so I found what I think is a good alternative.

For control surfaces I like a 90 degree bend with these locks to keep the wire from coming out of the servo arm.
http://www2.towerhobbies.com/cgi-bin...?&I=LXK086&P=0

The various 'screw lock' connectors that use a set screw in a brass body to secure the rod get a lot of bad press. I like them for throttle and for nose gear steering. I have seen them used on control surfaces with no issues at all. My brother had them on every surface of a Big Stik 40 for about 4 years. When the plane expired, it wasn't due to these connectors. The nylon pin in the elevator clevis wore out and broke. He learned the hard way that clevises and control horns require periodic inspection and replacement.