I've never had any problems with electrical connectors on my Brick. However I did go over all my connectors and cleaned them (Deoxit) and then applied contact grease, you can also use dielectric grease, copper grease or silicon grease. A lot of owners advise against using grease, but I believe it stops the ingress of water, road crud and air which leads to corrosion and bad connections. The main problem connector is the four pin connector to the fuel pump which is known to cause problems, if it is suspect I would probably replace it as a precaution. As for replacing all of them I believe it is overkill, as once I cleaned and greased mine I have not had any problems in 19 years. I do regrease and clean any connectors that I have apart occasionally.
Regards Martin.