Connections
The final step is choosing a connection type. There are main types of connectors. It's best to choose one and stick with it. All three have been around for a while and are not really going anywhere.

Xconnect - 13.5mm - Male(Input) end has threads on it and the Female (Output) has the Screw Cap
Ray Wu - 13.5mm - Male (Input) has the Screw Cap and Female (Output) has the Threads
Paul Zhang - 18.5mm - Male (Input) has the Screw Cap and Female (Output) has the Threads
Which one to Pick?
If you're starting out today, then propbably just go with XCONNECT. This is a universal standard and no matter who makes it they SHOULD work together. Give you freedom to buy from anyone :)