For the main run of LMR400 I used Times Microwave cable with Times Microwave connectors. For the jumper it was LMR240UF TImes Microwave cable and the connectors were RF Industries (male bnc on one end and n female on the other).
As far as loss with connectors, yes it's important to an extent. The most important thing is to make sure they're attached correctly.
Some other good connector brands besides the ones I mentioned are: Amphenol, Belden, Ventev, Diamond, Lands Precision and probably many more.