I just got some batteries from Hobby King with XT30s on them. Annoying because I thought they were XT60s and didn't order any male connectors. XT30s seem quite nice except I don't have anything to plug them into.
XT30 are much better than JST RCY, because XT30s are gold plated for less corrosion and have more contact area for higher amp rating - 30Amps continuous. Officially JST RCY are rated at 3 amps...
http://www.jst-mfg.com/product/pdf/eng/eRCY.pdf
XT30s weigh about 1.7 g a set (unsoldered male and female). Not sure about JST RCYs but I'm sure they are lighter if only because there is no solder. So we might be adding a gram here.
Both are polarized but either can be connected the wrong way with enough force and for the XT30s just the right (wrong) starting angle
XT30s are soldered so easier to use if you don't have a crimping tool of the correct shape and size for the JST RCYs pins and sockets.
XT30s look like XT60s but are about 1/2 the size.
XT30s are more expensive. JST RCYs are widely available available on pre-crimped on pigtails. XT30s are pretty much only available for a reasonable price from Hobby King as far as I have found so far.
XT30 like XT60s are correctly named female for the electrical socket and male for the electrical pins which is the common/best/ most useful way to name such things. JST RCYs are, for some reason, are typically named for the gender of the plastic insulator (at least for RC use) which is confusing.