If it were up to us, no manufacturer would be allowed to use cheap plastic compression nuts on supply lines. This question is one we hear often. In fact, one of our field editors just told us his toilet tale of woe. Hand-tightening caused a leak and pliers-tightening caused the compression nut to crack—days after he installed the supply line. The result was a small flood.
Here's our official advice: Buy a supply line that has a metal nut or a reinforced plastic compression nut. If you can't find one, tighten the regular plastic nut in two stages. First, tighten it enough to stop the water from leaking. Then come back a few hours later (when the rubber gasket has compressed a bit) and snug it up a tad more. Never crank on a plastic nut with pliers.