The 4mm ones you can get with a sleeve like this,

http://hobbycity.com/hobbycity/store...2810pcs/set%29

The bigger 5.5's you can do two things, have both sockets on the battery which have heat shrink on them, but this allows the potential for a reverse polarity connection. Or you slide fuel tubing over the male connector for insulation when you are not using it.

I use the 4mm ones in link from hobbycity, they are cheap, protect from reverse polarity connection, are fully insulated and the sleeve really minimizes any connection spark that you may get.