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Where possible always try use the heat shrink if you solder/crimp a connection. Just gives the section of the wire where the solder/crimp stops that much more support not to break at this point due to work hardening of the wire flexing at the solder/crimped point.Hope my description here makes sense
One other point -- unless you are really sloppy generous with the solder, a soldered and shrink wrapped connection weighs a heck of a lot less than crimp connectors. No one joint makes a difference, but collectively you add measurable weight to your airframe. The old saying is you need to build lightness into your plane. Every gram counts.
I spent my working life making terminations in the high tech and petroleum industries. I've made tens of thousands of critical splices and terminations using crimp connection or solder and wrap. Let me state categorically; crimp connection can be done safely and efficiently, but it requires carefully calibrated crimpers and high cost connectors to start. Then we ALWAYS perform a pull test to make sure that it's going to stay put.
A good solder and shrink tube connection is lighter and is as strong as the wire being used. The caveat is that there is really no good way to splice two different types or radically different sizes using wrap and solder. Observe only one rule for safety. The wire wrap itself must provide the mechanical connection. Don't rely on solder to provide strength. Always use the Western Union Splice when connecting two wires end to end. Do it right.
Illustration "E" is the one to use when flexibility is to be maintained. Practice.
If you are connecting equipment then you must use the manufacturers recommendations. If for instance you attempt to make a solder connection to an instrument or radio you will be transferring heat into the interior of the equipment. The instrument or radio must have been designed for that treatment for it to work. Read the manual.