Can be say, all the local using terminal block.

Most of the western is using cap.

But I using molex connector.

Hard to reach area caps are good. If high current use caps need to be careful may burn if not properly screw, loose connection will cause heat=burn=fire.

Molex connector are more secure and can run higher amp. Can plug/unplug without switch off. No wrong connection pluging since it have a 1way connect. But yes, it need tool to clamp.

Terminal block have been using for very longtime. If the wire size is big, use bigger terminal. It doesn't melt. But after some longtime, the plastic start to degrade. The bad about it is that the thick gauge wire will easy broken if the screw too tight.

Caps is easy to use. No tool use. Just hand. You need to twist the wire together first. Than twist the cap into the wire till it lock. Don't worry about it. It pretty secure. Unless you not lock it tight enough. It come in many size. So use correctly.

There is another type of cap. Which also twist the wire and cap in. Instead of twist the cap, this cap need tool to clamp it. Pretty common in local here.

Easy. Teach you some trick.

Strip the insulator of both wire longer. Twist together. Than bend the wire u shape. Put the cap in. When you bend the wire u shape, it lock both wire. So you can't pull the small wire out.

If Wires too thin, the block will not secure the wires properly. Fold back the wires into the wire insulator, so the top is copper, bottom is wire insulator, put it on the terminal block. This way you secure the wires, and copper are properly touching the conductor.