I've been using a set of Boye KnitMaster interchangeables since the late 70's; a set of Denise since the mid-80's and the newer Denise, new KnitMaster sets, and the KnitPicks for the last few years. (Do you think I have too many projects 'in progress' at once!?) Anyway, I've never had a problem with any of them.
That said, here are some observations that may or may not influence your choices.
The KnitMaster cables are not soft enough to work Magic Loop, but they do stand up to adding several cables together to work hundreds of stitches (700+) in worsted weight yarn and not come undone.
The older Denise did come apart from time to time; I blame that to the fact that I had so many stitches on it and was pulling too hard to move the stitches. Acrylic yarn seems not to slide as easily over the thicker-than-others cables. No such problem (yet?) with the newer version, though the older tips seem pointier. Their thicker cable = difficulty doing Magic Loop.
I love the KnitPicks metal tips, but I wish the acrylic tips were coloured - any colour at all. I need to knit more by feel with them, since I can't always see the perfectly clear needle tips! (Their European equivalent (KnitPro) appear online to be pinkish.) The cables are super soft; great for Magic Loop.
For the screw-mounted tips, they only come apart if you just finger-tighten them. They come with a 'key' and a bit of rubber to use in tightening and loosening for a reason. Take the time to use them, and there should be no problem. No need to over-tighten though. (I wouldn't let my son tighten them; he'd strip the threads!) When I'm in a hurry to swatch and just screw the tips on by fingers only, I know they will come apart if I go on knitting long enough.
No experience with wooden or bamboo interchangeables. I like plastic, wood, and bamboo for knitting in cooler places; my hands don't get chilled by the needles. Metal needles act as a heat-drain, and my hands begin to ache from the cold - even in rooms just below normal 'room temperature', never mind outdoors in Fall or Spring or inside an over-cooled restaurant or mall. Maybe that's just age. I don't remember aching hands younger, but maybe that's just because I had no needles of another material to use then.