Bad connections can happen with ANY connector type, especially if you plug and unplug the connector a lot.
Molex one downside is that it can be a bit of a pain sometimes to get the pins aligned properly when you push the connector into the socket - if you do that with care you should never have an issue.

 One thing I HAVE noticed is that a lot of riser makers seem to "cheap out" on the soldering job, I've seen a few MOLEX risers where the MOLEX connector wasn't soldered AT ALL, just a press fit - which is a DEFINITE recipie for failure on a frequent basis.

 Version 6 should be the MINIMUM riser generation to consider - not that they're more efficient, but they're more RELIABLE than anything older.