There are lots of very reliable connectors out there. Here are a few of my favorites:
Harwin Datamate These come in a few varieties. The ones shown here are fantastic and have both high current power connections, and many signal connections. They are extremely reliable, and I know that they are used on several robots I know of, including the Shadow Robot Hand, Robonaut and the latest DLR space qualified hand.
The ones you see here are a little on the expensive side, up to $30 each! But the simpler connectors with only signal pins are much more reasonable, just a couple of dollars each. They are extremely reliable. The pins are gold plated and have several contact points. The latching and screw mechanisms on them mean they can even survive the vibration of a rocket launch.
Check out Harwin's other connectors, especially the M30 range. They're pretty small and, if you crimp the wires properly, then they are extremely reliable. I have never seen one of the M30 connectors fail due to repeated mating.
Consumer Connectors: Generally, connectors intended for the consumer market should be able to survive quite a while. These include USB, Firewire, HDMI, VGA, D-Sub.
The other good thing about these connectors is that they are suitable for high speed data, like EtherCAT's LVDS physical layer. The downside of USB, HDMI and Firewire is that they aren't vibration proof, and may fall out if not strapped down. Make sure you get gold plated ones.
Omnetics: The cream of the crop come from Omnetics. They have the double benefits of being both super reliable, and also very small.
They have all kinds of wire-wire, and wire-board connectors. But be warned, they are very expensive.