It makes sense not to coat them, but how does one prevent moisture from damaging the board through these ingress points? I'm thinking enclosing everything in a sealed case with the power cable coming out of it, but it's not a pretty solution.
Sealed enclosures are a problem, any moisture trapped inside will condense onto your board/components. Unless you are making something for immersion in water, it is better to have a tiny vent hole, or two, in the lower part of the enclosure, no bigger than 1/16th inch, which will let it breath and minimise the risk of insects setting up home in your box.
As per the other replies, think of soldered connections. Where plugs/sockets are unavoidabe, use gold plated contacts if possible, and lightly spray them with switch cleaner that includes lubricant to give the pins a protective coating. The common tin plated connectors can be a problem, even when used indoors in a dry atmosphere.
I have a few outdoor projects, the boards are sprayed with PCB lacquer, which seems to be similar to polyurethane varnish in a spray can. I also use liquid electrical tape (rubber dissolved in solvents) to protect any exposed coax braid, and to seal around any sockets, mounting screws, etc. You can also use non acidic silicone sealer (not the bathroom/kitchen stuff which gives off corrosive fumes when curing). One of my projects is a home made PA0RDT active HF receiving antenna, it has been outside for several years without any problems, it is powered via the coax.
SJ