soldering iron

If you are not going to use it that often. You don't have to spend too much money on it. It would probably take you a little longer to get the iron to heat up to a working temperature. Where as if you get a good quality one it will heat up very quickly. Again, you pay for what you get.   Yes you can solder the wire directly on to the speaker without any problem. As long as you are not touching any other part you the speaker with the iron. You are not endagering your equipment.Be careful whose advice you buy, but be patient with those who supply it.

If you're going to home depot; I'd definitely recommend a weller.  I've never used a better gun.  As long as you keep your tips in good shape and the nuts tight, they heat up in about 3 seconds and I've soldered up to 8 ga wire with mine.  I don't regularly do this, just in a pinch.   I believe the one I've got is a two setting model with 100W/140W.  Life moves pretty fast; if you don't stop and look around once in a while; you could miss it.

If you can go to sears and pick up the craftsman one for 60. It's well worth it.