I've always been happier with BFA/Z-plug style connectors than conventional banana plugs when plugging into a banana socket.
It seems as if there's more contact area and it's easy to adjust the tension for a firm grip using a pair of needle-nose pliers to gently spread the gap on the plug. The Audioquest SureGrip plug is a good one and Audio Advisor has some gold-plated ones for $5 each. A search for 'BFA plug' or 'Z-plug' should give you lots of options.