The advantage of gold plated contacts (electrical mating surfaces) stems from two properties of gold; the first is that gold is a noble metal (does not oxidize and is not susceptible to most other types of corrosion) and the second is that gold is a highly malleable metal. When gold-gold contacts are mated, the "spring" side of the connector (like the socket pins in a PCI connector) provide a "wiping" action as the connection is made both cleaning the other mating surface and enabling greater surface contact area due to the malleability of gold - you can think of the "soft" surface layers of gold mating against each other smoothing out each surface, increasing the mating surface area, at a microscopic level.
Other plating alloys have similar properties (e.g., tin alloys), but are less resistive to corrosion and are less malleable requiring greater contact force (insertion force).
Gold plated contacts are useful for some applications such as card-edge / socket connections as it is less expensive to plate board edge fingers than to use a separate socket/plug arrangement, low contact force or very low current applications, corrosive operating environments, etc.
Using gold on application like Molex power connectors used in a PC will have very little advantage - if any as the connectors were designed to function properly with the plating (tin, nickel, etc alloy) they utilize.