Is that an open-weave strain-relief in the pic above? I'm curious about how durable you find this arrangement.
It's just a basic 2.1mm power connector from the local electronics shop. The moulding on the end is just a weave, and because it's bent, it shows the colours of the cable inside. The connector is just soldered on, and the outer screwed on. I used heat shrink as you can see you double insulate the cable.
Do you ever have trouble with the leads pulling out on the power supply end, or have you found locking connectors?
The connectors are just a good interference for each other. I normally double the lead over and use a velcro strip you coil it up with to tether it.