It's best to simply get the connector sized for the cable. PL-259 connectors are available for any cable size. To put one on RG-58, there are adapters such as Amphenol 182107:
These slide over the cable, and the threads screw into the PL-259 connectors popular among amateurs, which are normally designed to screw on to RG-8.
Alternately, there are connectors designed for direct attachment to RG-58, such as Amphenol 182100:
These require a crimp tool to install. Personally I much prefer crimping: it's easier to get a solid termination, and quicker also.
That said, using an adapter is hardly an issue in practice. The biggest issue I have with adapters is the additional strain on the connectors: the adapters make a longer lever, making for more strain from gravity pulling down on the cable, etc.
An adapter may also be more expensive than replacing the connector.
The insertion loss from an adapter is probably not significant in practice, especially with more modern connectors like BNC or N, and especially on HF. VK3JEG has some emperical data: a PL-259 connector had an insertion loss of 0.2 dB at 145 MHz, and much less at HF. N connector return loss was "almost immeasurable".
Some amount of that insertion loss is due to the non-constant impedance in the PL-259 connector, and thus some of the "lost" power is actually just reflected back at the source. This is equivalent to increasing the SWR, and the actual losses in such a situation may end up as less than the insertion loss depending on the particular situation.