As others mentioned, you want to avoid solder whenever possible. T-taps are a great way to merge wires together. Also available are "wiring nuts", where you first twist the wires together and then screw the nut down over where the wires are twisted together.

Solder has the unfortunate property that it doesn't withstand a whole lot of strain. Six months ago, I soldered all the connectors in my empeg harness. Now, some of them are starting to come loose again. Very frustrating.