I agree with BravoV. 90 degree adapters are quite nice connector savers for SAs because if you are using big hefty cables its often more convenient to have the cable go off to the side, just don't rotate the 90 degree adapter when using it, make sure its tightened down and have the cable rest on something.
In my case i also have a inline DC block hanging off it since my SA can't handle any DC at all on its input.
But overall i standardize on SMA cables because SMA is a nice small compact connector that can handle pretty high frequencies, also cables and adapters are easy to find for it. To get to SMA from test equipment i have cables with SMA on one end and N or BNC on the other. For connecting to a circuit i have a box full of cheap Chinese SMA board mount connectors that i solder into my circuit permanently and then just connect my coax to that.
Using adapters is not that bad. Sure you want to use less adapters if you can, but unless you are working at 10GHz and up you are not going to see any signal deterioration from an extra adapter or two. My scopes pretty much have a BNC to SMA adapter permanently live on one of the 4 channels so that i can just plug a SMA cable right into it.