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Normally I try to do both without letting the solder wick up the wire away from the connector.
I've always been told to solder where there's no vibration and crimp where there is. <shrug>
When I built my boat I did a bunch of research into this issue. Salt water is mighty tough on electrical connections so doing it right the first time is important. The crimp solution was the one recommended. Why? Well, solder creates a rigid joint that won't flex with vibration; each solder joint is only as good as the technique used and it's all too easy to get a cold solder joint; solder joints don't react well with our salty air. Bikes have even more vibration than boats, thus I think the answer is the same, better to have a good crimp on a connector that incorporates a high quality shrink wrap. I use crimps (up to about 10 gauge wire) on my bikes and have not problems. My supplies come from DelCity www.delcity.netPeter Y.
Good crimping tools are not cheap. If you do not have the proper tool, solder. Matt
This ^In aviation where vibration is a significant issue, crimping is the only accepted technique.
If you use "double crimp" terminals and a proper crimping tool, I'm not sure how they'd pull apart, since the terminal is crimped onto both the wire and insulation.