The XLR connection was originally developed for use in recording studios, where long runs of cable were often needed to carry the signal from a microphone to the recording desk.
XLR connectors used to be found mostly on high end audio equipment, but a lot of mainstream hi-fi and home cinema equipment now feature XLR as well as RCA connections. It is worth pointing out that while it is easy to make the assumption that the XLR connection will produce the best sound quality, this is not always the case. If you have equipment that has both XLR and RCA connections, we would suggest that you listen to both options and decide for yourself.