Just to put some numbers to it - Once before retiring I needed to know the insertion loss of coaxial adapters for a link budget analysis. So I went to the lab and hooked together a string of about 10 in-series and between-series adapters, with a mix of Type N, BNC, TNC, UHF - whatever I happened to find. These were not new items, they were just pulled out of work drawers and some of them were probably around 30 years old. I had to let the analyzer integrate for minutes to settle the noise out of the measurement, but the average measured insertion loss per connection was 0.0016 dB per connection at 1300 MHz. So at HF to UHF, as long a they are of reasonable quality and inside or properly weatherproofed, adapters are nothing to be afraid of.
73,
Don, K2DC