I would concur with Gonk the prevailing wisdom is that spades offer the best connection and the most relative surface area of contact to the terminal. (However, they are not always the most practical connection if you're biwiring and/or dealing with a speaker post that cannot accomodate the spade well.)

In order of quality of connection from best to worst, I was always told it goes:
(1) Spade Lug
(2) Banana
(3) Pin
(4) Bare wire (if only for corrosion reasons)

One last tip, if your connector is the standard "5-way binding post," CAREFULLY use a 1/2" socket wrench or nut driver to snug the post to the spade. You'd be surprised the additional tightening your fingers alone cannot provide. This not only ensures the most secure connection, it greatly reduces the chances of the lug popping out if you move or bump the speaker cables -- especially if you're using the big garden-hose-sized varieties.