I solder.

It can be better than those premade clip things, because if you know exactly what you are doing it is a lot easier to make thingsmore efficient if you happen to notice a way, but at least with the clippy things it's difficult to get something wrong (unless it snaps, and then you get to solder anyway).

I also use that heavy-duty (non electrical) solder in decorative wire things for replica sword hilts and the like. I haven;t done that in years, though.