What's wrong with having 4 or 5 different accessories wired directly to the cranking battery terminals....if anything?

I'm thinking about cleaning the situation up with Johnny Ray terminals (easy) or re-wiring a few connections back to the fuse panel for power (not as easy).

I haven't had any problems yet as I keep everything clean and tight...but I feel like I shouldn't have that many connections stacked up on the battery terminals.