I use LMR400 almost everywhere, but I can second the recommendation to use decent connectors, and not eBay/Chinese crap.
These days, I nearly always crimp, but I still use genuine Amphenol from mouser.com most of the time, even for patch leads and portable stuff where I go to thinner RG223, RG8x or RG400, depending on the use.
HF isn't lossy, but crappy connectors sure as hell can be.