Squeeze, normally I'd agree with you on the twist, solder and heat shrink. Recently I had a heart to heart with someone on the very subject. My method is as you discribed, wind them together, solder and heat shrink. It was suggested to me that by introducing solder you in fact have created a problem in as much as you now have a "rigid" piece of wire not unlike a chunk of housewire that isn't designed to flex like the multistrand wire. I'm still on the twist, solder and heat shrink team, but he does have me thinking that he may have a valid point.
Man I hope this doesn't turn into an OLY marathon.
