How to pick the right plug/socket pair for my application?
I'm sorry, there is no method. Just suck up the complexity.

You ask about connections to a board, and then complain that an idiot user might connect to a VGA socket. These are very different applications, and require very different solutions.

Any 'user facing' sockets must be standard for the application, or they will be misunderstood. That pretty much solves it for that application, the only remaining choices are the colour, the cost/quality, the mounting hardware type, and the wire termination method (solder, IDC, screw), which on reflection is still a lot of choices.

Inside the box, board-to-wire connectors can be as confusing as you like, because there is only yourself to confuse.

Most of us settle on a narrow range of connectors that we know and love, I like 0.1" pitch berg pins for board-to-wire applications. They can take over an amp per pin, and I'm happy with hundreds of volts between pins if the board layout is. With care (twisted pairs) you can get 10s of MHz through them. So one common solution does for a very large sub-set of my uses. Anything outside that and I buy the needed specialist connector.

Do knock out at least one pin to make them polarised, and consider vibration possibly making them fall off.

Or you can go for the circular mil-spec multipole connector at $lots.