Back in the day when I actually worked on my vehicles, my preference was to "pre-tin" the wire (strip it back, twist the strands tight then heat them and touch the solder to them). NOTE: Don't ever "cold solder" a connection (touch the solder to the iron to melt it and let it drip on cold wires/connectors). That won't make a lasting connection. Anyway, once the wire is pre-tinned, crimp on an un-insulated connector like Nick mentioned and wipe it down with dielectric grease and seal over it with heat shrink tubing. It makes a great connection, the heat shrink insulates it and helps keep it from flexing in the joint and the grease keeps out the moisture in the air . . . which is what causes corrosion, and eventually, bad connections.
But in a tight, I have been know to just twist two wires together and wrap it with tape. Or use a wire nut. That kind'a stuff works . . . for a little while. But you are better off if you do it right the first time. That way you don't have to re-do it.
