safe connection of wires

Hey folks! I'm new here so please bear with me.

I recently purchased a DEI Valet - Model 561R remote start/entry, before I start I am wondering about the wiring connections, what would be the best way to cut in new wiring so it doesn't vibrate loose?  I wondered about twisting the wires together and using shrink tubing to seal them.

Any Suggestions?

Sorry, I forgot to post my vehicle info:

I have a 1997 Ford F-150 XLT Lariat

I've always just stripped the insulation off the wire, wrapped my new wire around the exposed copper, and then soldered it.  I've seen people do the "poke a hole through the midde" but I've never personally seen a need for the added security.  Just make sure you heat BOTH wires up when you are applying solder and you won't ever have a problem. 

Once soldered wrap the join with Scotch 33+ tape (notice I specified the tape by brand and model, it's simply the best tape I've ever used).  The Scotch 33+ won't come undone even in Michigans climate and will also act as a strain relieve to the joint (make sure you get enough tape on the actual insulation to provide support).