Best way to connect wires

If you're tapping into an already run wire, like those found underneath your ignition column, then soldering is the only way to go. They do make crimp on style connectors called a scotchlocks or T taps, but those are such a poor choice it's out of the question to use them.

As for joining 2 wires, there's been dozens upon dozens of posts here on that same topic, it's a neverending battle, either way whatever you choose to do use the right tools and it'll usually come out allright. I personally solder & tape, heatshrink if its a large gauge power or ground wire just for safety, but many people have been very successful with crimps.