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I can't speak to "best", but I can say that the easiest are the twist on caps with the grease already inside them. But you have to look for them.

If you go to the irrigation section of your local big-box retailer, you will find kits for making irrigation wiring connections. But they are basically just twist caps that you then have to insert into a seperate grease filled cap (and those grease caps are relatively HUGE).

But at my local big-box retailer, I found some small blue colored grease filled twist caps near the electrical section. (Here we go, I found the DryConn connectors pictured here: http://www.amazon.com/gp/product/B000H5TA5E/ref=pd_lpo_k2_dp_sr_2).

I used the DryConn to create a water-proof connection, then wrapped the connections in electrical tape to ensure there wasn't any way the grease could ever be disturbed from wire movements. Mine have been in the ground for several years without a single problem.

While I used "DryConn", I would expect any quality waterproof connector to work as well if installed properly.

I would stay away from the DryConn connectors. It's been my experience that these connectors don't last as long as most. I would recommend an actual grease tube (DBY connector). I guarantee they will outlast any other part of your irrigation system. The Dryconns seem a bit cheap and wires tend to pull out easily when one is working on valves.