If you never intend to disconnect it, the BEST way is to push some heat shrink tubing on the wire, braid or twist the ends, and then solder the ends together. Slide the heat shrink over the joint and heat it up.
If you intend to disconnect it, then use crimp on fittings and a good crimp tool. A good crimp will not allow the wire to move once you've set it. It'll be tight.
If you don't know how to solder, stick with the crimp on. Its actually much easier to do and if done properly, its just as good.