DAYTON SPCO-GRB COMPRESSION SPADE - these work nicely. The can be used to terminate bare wire, and also banana plugs fit very snuggly into the end.
http://www.partsexpress.com/pe/showdetl.cfm?&DID=7&Partnumber=091-315
http://www.partsexpress.com/pe/showdetl.cfm?&DID=7&Partnumber=091-315