I agree that using Andersons for CAN lines is definitely overkill. A good, cheap alternative we found is to use JST SM connectors found over at Adafruit. Solid connection, easy to attach (no special crimper required), polarized, and CHEAP!
http://www.adafruit.com/products/319
http://www.adafruit.com/products/318
No need to use a jackhammer here, folks! Not everyone is made of money!