PL259 has non-constant impedance, which is the main reason I don’t like it.
N type is a near perfect connector except huge size, which has constant impedance, supports frequency up to 11GHz, is waterproof and can be used with high power.
SMA is similar to N type but has smaller size and lower power.
U.FL will be the only choice if you only have very tiny space. (The situation never happened in ham radio)

Did you know a male N will fit perfectly into a BNC female? All the internal dimensions are identical.

SMA or bust. The other three connector types introduce a lot of noise compared to SMA in my experience. BNC is my goto if I want a noise profile similar to SMA but the device I’m working with isn’t vibration damped.