I agree. If you are gonna address one weak link, address them all or the effort is wasted. Generally, if a part (wire or connections) gets warm/hot then it is inadequate for the task. Of course, you have to take into account how the wire may be hot simply from heatsinking action.
Going larger gauge would be nice, but it gets tough because these vehicles are pretty small and large stuff gets clunky fast. Pretty soon, the wires/connectors are gonna be bigger than the ESC!
If high current losses on the wiring/connectors are a concern, going with a higher voltage setup using a lower kv motor is the way to go.