Well, the old fashioned way with a spool of wire and a soldering iron, I wouldn't. I hate that crap. But these little connectors don't take significantly more time than the crimp+heat shrink and once the solder and heat shrink melts, it barely adds any bulk to the wire at all so it tucks back into the plastic loom nicely with an almost-factory look.
On the right is my stereo harness, the first time I've used these, vs on the left the one from the PO which used those crimped wire-nut style.
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I've never been happy with the relative ease at which I can pull a crimped ~20 gauge connection apart, so I thought I'd try something different on those. For a couple of connections I had to redo (the first set of side markers I bought didn't work correctly), I couldn't pull it apart.
I also got a newer set of crimpers that seems to crimp tighter than the 40 year old Craftsman set I was using, and that's what I've been using on the stuff that could strand me (like the fuel pump I changed on my truck last weekend). But those connections are usually the larger wire sizes that haven't been as problematic for me in the past.
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