Every arm I own has a detachable headshell, lets me setup and swap cartridges a lot easier. I'm partial to the Victor UA series and the Micro Seiki arms, the better ones use a collet type system that locks and grips the headshell very securely. As long as the contact pins are clean I don't worry about some theoretical signal degradation. They have always worked fine for me.
BillWojo
BillWojo