[DonRotolo]

What Adam ^^ said.

For crimp connectors, get a ratcheting crimper. I paid less than $35 for mine.
Then use the right size connectors. They come in different sizes for different wire gauges, AND different sizes for the terminal end (fork, spade, hook, etc) screw size (like #6 of #8, for #6 screws or #8 screws, and so on).
Then use GOOD quality connectors, with nylon insulators. Cheap no-name connectors will not work as well as name-brand ones, honest. They're still inexpensive.

Then get good wire. Not at Home Depot or Lowes (or Radio Shack). Go to McMaster or DigiKey or Jameco (and others) and buy good automotive-grade (can handle 60C or better) wire. Buy a few sizes (10 to 22 AWG) in Black and Red (and white for the 22 Gauge), a few hundred feet of each (maybe only 100 feet of the biggest stuff, it gets expensive).

For other connectors (like PWM wires or those smaller Powerpoles), you must also be certain to get the CORRECT crimper. Search ChiefDelphi for info.

Regarding solder: It is a wonderful thing, but a properly crimped connection is superior to a soldered one. Think of solder as glue, not a conductor: It holds a good connection in place, but won't make a bad connection better. In general, you should only be crimping wires, not soldering.