The XLR connector is extremely rugged. It features thick connection pins and a great deal of space between them to eliminate crosstalk. The plugs are large and heavy and feature a locking mechanism to ensure they stay in place once inserted. Their connection also typically incorporates a strain-relief mechanism which spreads the cable's weight over the entire connection, preventing the cable from breaking its plug or jack over time.
The XLR connector has a number of different features which work together to ensure it delivers the best possible sound quality for an analog signal. It is usually connected to a balanced wire, meaning that noise gets cancelled out, generating a quieter signal. Its ruggedness reduces the risk that the sound becomes distorted due to bad connections. Many XLR connectors are engineered to carry a great deal of current, meaning they are unlikely to impede any signal that passes through them.
Unfortunately, XLR connectors and the cables to which they are connected tend to be large and heavy. To allow for their locking connection and internal strain relief, it is not uncommon to see an XLR plug as long as a AA battery, and significantly thicker around. When combined with the heavy connection cable, they not only take up a great deal of space, but also require ample clearance for connections behind amplifiers and mixers.
For professional audio applications, the XLR connector is widely used and available. Consumers and enthusiastic audio buffs, however, tend to lack these connections. As such, if you are an audio hobbyist, you simply may not have the option of using an XLR connection without buying extremely high-end, and concomitantly expensive, components.