I put RCA plugs on one of my power supplies. They work just fine.
I prefer to put female connectors on my power supply because the male ends are a bit more capable of shorting if they are running loose. The female connectors are somewhat harder to come by if you are scavenging (compared to male connectors, which are common as dirt). Busted car stereos can be a good source if you have any laying around, I got about a dozen female connectors with weatherproofing caps on the end from a single stereo. It was enough for several plugs color-coded for each voltage.
In any case, you'll want to connect the center wire (which corresponds to the center pin/hole) to the power supply's positive voltage output (usually red, orange, or yellow depending on voltage) and the outer wire to the power supply's ground. That makes it a bit safer; ATX power supplies can put out quite a few amps.