Making A Good Connection?

[300EVIL]

i've noticed some components in my 87 300e are not making a good connection.
sometimes my headlight pin connectors need a good shake to get them to work due to a bad connection, including my taillight bulbs, inside lights ect. mostly lamps but maybe other vital components.....i hope not!
anyway, what can i do to fight this corrosion of connection problem? a little conductive grease? some sand paper? i want to do this to all the connectors in my engine compartment to prevent further failure of components. is this a good idea?
your responce will be greatly appreciated.

thanks,
adam

------------------
87 300E
BLACK GOLD WITH CREAM INTERIOR, SPOILER, AIRDAM
CLEAR MARKERS

87 420SEL
BRONZE WITH CREAM INTERIOR