Martin,
I don't know about should when it comes to one connector or the other, but if, as it seems, you are planning to switch pieces of equipment between different models, yes: I think it would be a very good idea to go for one single type of connector across the board. It will mean some cutting and soldering as you go along, but in the long run I rather think it'll save both trouble and effort.
Which specific connector is to some extent a personal choice, but as Ashley says, the Tamiya's have a reputation for being not always as reliable as one could wish for, whereas the Deans give a very solid connection indeed. They are also, from what I've read, able to handle higher rates of current without breaking into a (plastic) sweat. And finally they are very easy both to solder and to unsolder, and do not require any assembly/dissambly beyond solder and heat shrink.
A word of caution, though: while you can get away with having a male Tamiya on the battery (given that the male parts are covered by the plastic housing), you can not do that with a Deans connector!!! The male bits of a Deans are always exposed (I say! How shocking!), so if you put one of them on the battery, sooner or later they will come to lie across something that will allow the current to pass, and the battery will be shorted, ruined and may cause worse things, like a fire, to happen. Only ever put a female Deans on the battery!
Ans yes: as Ashley says, get some heat shrink, too! As the soldering tabs on a Deans (male and female) also remain exposed, they need to be covered by heat shrink to protect against shorts.
Finally, I have found it useful when soldering Deans connectors to actually pair up a male and a female. That way, if the plastic softens slightly under the heat from the soldering iron (as I've sometimes known it to do), the connector tabs won't come out of alignment. Mind you, this is probaly mainly due to my poor soldering skills, but still …
/Mattias