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The three most common connectors are the XLR, jack and phono. For your MIDI connections you will also come across the five pin DIN. XLR connectors are what the pros use.
In fact, professionals often turn their noses up at equipment that doesn't have XLRs on the back because they think it's a sign of poor quality. This isn't always the case, as lower cost equipment may have excellent facilities and sound quality but compromises have to be made somewhere. Let's see what the pros and cons are...
XLRs come in four types: cable male, cable female, panel male and panel female. You can tell male and female apart by looking for certain obvious features and making a comparison with the human body!
XLRs used for most audio signal connections have three pins, although the same type of connector is available with up to seven pins. The advantages of the XLR are that it is normally robust; it's easy to solder since there is plenty of room inside; connection is usually latching and therefore reliable; the three pins can carry a balanced signal.
Jack connectors can be every bit as good as XLRs, although they rarely latch and the cable clamp isn't usually as firm, but the real problem is that there are so many rogue manufacturers producing cheap ones that really are not usable. A stereo jack can be used to carry a single balanced signal so there's no restriction on that count.
The phono connector, also known as the cinch connector or RCA jack, is the least good of the three. It is small and often fiddly to wire. The cable clamp is never any good and the two contacts can only carry an unbalanced signal.
Having said that, a number of manufacturers are now producing very high quality phono connectors that make the best of an intrinsically bad design. Two things to look out for are the maximum cable diameter a phono connector can accommodate, and that some higher quality phonos have too great a barrel diameter to insert a pair into adjacent sockets on typical equipment.