I twist the wires together and use wire nuts with electrical tape. I have never had a problem, ever. I promise.......
Just to add another industry to the mix for reference, I worked in the transportation industry for years. We built people movers and light rail transit vehicles. Soldering wire splices or terminals in general was prohibited unless specifically reviewed and approved. These were government contract specifications. The reasons were as Greg mentioned as well as degrading the integrity of the insulation due to heat. As with many things, crimp joints must be done correctly with the proper terminals and corresponding tool. When done properly the voltage drop is so low that most multimeters we have in our garages are not sensitive enough to read it consistently. In the end, solderless crimp terminals were engineered to eliminate the undesirable characteristics of the soldered joint. The previous is fact.
The following is opinion. I personally think it is more difficult to make good consistent soldered joints under a dash, in a tail light hole, etc. than a crimp joint. In the end if you have a method that works and is proven for you than so be it. But for those that do not and are looking for information regarding a way to proceed, I recommend solderless crimp terminals. The information John presented is very good and is a good start for those looking to learn.