Yes, soldering onto the rc is a bad idea, but I can understand why you would want to. On our team, we use a silicon adhesive called RTV to make sure the cables don't fall out. It's very similar to rubber cement. In fact, I bet you could even use rubber cement. Now, if you wanted to get really leet with it, you could make a giant connector that clamps onto the edge of the RC and holds all the pwms in place. That would probably be much less ghetto-looking (depending on how you build it of course). We did something like that with our victors.
EDIT: check these out:
http://www.robotmarketplace.com/mark...e_ifi_esc.html