"Connect to Server" option missing

Chad, Thanks for the link. Petrock had the solution. Here it is:

I used the free Pref Setter app to edit the plist file.

You probably used one of those "set hidden finder features" apps/utils, didn't you... naughty person you is... If you open up ~/Library/Preferences/com.apple.finder.plist with Property List Editor and see an entry for "ProhibitConnectTo", then thats the problem. Set it to false and save the changes. Then Control-Option-Click on the Finder icon in the dock and select Relaunch. When the Finder comes back up, Connect To should be available again.

I have the same issue as you, no "Connect to server..." from Go menu, and Cmd-K also not work.

But I accidently right-click on Finder icon on Dock and see "Connect to server..." option from there. It works for me!