I'd really stay the hell away from PL-259. Undefined wave impedance, different manufacturer conventions, adapter stock of either decades of unknown storage (potentially in some moldy military box) or cheapest-supplier production are the main sources… It's a good thing that connector is becoming less common. It's something that you really don't want to deal with above ca 30 MHz.
As long as all your cabling/connector systems use the same impedance, why not. BNC is a cheap and robust connector.
It certainly isn't known to make the highest-quality connections when compared to SMA or Type-N; however, as said, it's mechanically usually less flimsy then SMA connectors, and you need none of the higher frequency range you can reach with SMA.
There's good things to be said about Type-N: It's what's typical for measurement equipment, and many low- to medium-power mobile basestation systems use it. It's a very reliable connector, it makes connections that are typically more resilient to humidity and vibration, it's mechanically more exact and thus lower in reflections.
You buy these advantages with increased cost and complicated unscrewing and screwing.
Clearly, I'd prefer Type-N at the output of a 100W amplifier. For my receiver, I frankly wouldn't care if we're actually talking about HF.
Of all the acceptable connectors, BNC is definitely the one having the lowest frequency range. So, if you later decide you're into UHF/microwave, bad news, you need to switch back to SMA or Type-N.
That being said, this is all about what you'd typically expect when buying connectors of these types. Amphenol RF sells BNC connectors that are specified to work with 0.2 dB insertion loss and -55 dB leakage at up to 3 GHz. But you'd pay more for one of these than for your average Type-N. At the same time, there's cheap crummy Type-N connectors that simply don't mate well and have loose mechanical dimensioning, so that their property is well below what you'd see in medium quality BNC installations.
After all, this boils down to: Get the datasheet or a feeling for the quality/precision for what you're buying. Compare your most likely solutions for insertion loss and leakage – and compare that to what your application needs. Got a 2 W PA? Well, nevermind those 0.7 dB insertion loss – they won't hurt anyone, but you lose a few milliwatt in power. Got 2 kW? Maybe you want to know how much energy is converted to heat or reflected back at your ampl.
If you want to keep the option for higher frequencies, don't need much power / voltage capability, go for SMA. It's medium-priced.
If you want the most reliable connections or need to handle much power, go for Type-N. (attention: 50 Ω and 75 Ω variants exist!)
As a compromise up to 4 GHz, BNC is nice and cheap. Watch out – BNC exists in 75 Ω and 50 Ω versions. Don't buy anything where you don't know which one of these you get. Note that the 50Ω cabling ones go higher in frequency, and as a rule of thumb, price, quality and whether you want to do UHF/VHF with them are correlated.