At HF, it doesn't matter. At VHF and high power levels, and at UHF, the lower return loss (read: SWR) of the N connector over the "UHF" (PL-259/SO-239) connectors makes a difference.
If you want to use N-connector cables, just get hold of some adapters for your rig. If you use N-connector cables, and you build antennas at VHF/UHF, use N female connectors on the antennas.