I think I actually prefer the heat shrink splices compared to the other types I've used.
I tried the Etcon proSplice kits a few times and really did not like them. They are the ones where you screw the two halves of the shell together over the splice block. They felt very cheesy and I just never trusted them to make a reliable watertight direct burial splice.
I've also seen some other splice kits now that look kind of similar to the old style 3M splices where you mix the little bags of epoxy and pour it in the splice tube, but I don't know if those are designed for UF cables where you have the bare EGC to splice.

Etcon proSplice