Good quality insulated crimp connections. Good quality crimpers, and not the $5 narrow department store crimpers that break through the insulation. Ratcheting adjustable crimpers with interchangeable dies are nice, that way you don't have to have several different crimping tools, I think I have 4 different types before I wised up. The adjustable type are nice, so you don't over-crimp.
For critical or connections that are exposed to weather I used bare barrel crimps, soldered, then weatherproof heat shrink tubing. I also use self-fusing silicon tape for weird shaped connections and for when I realize that I soldered a connection and forgot to put the heat shrink on first. Somebody mentioned using liquid tape, good idea, I also have a can on my shelf, especially good if you make a "T" connection where heat shrink won't fit, liquid tape followed by self-fusing silicon tape. I have used the crimp connectors that have the heat shrink coated insulation, but you have to be careful you don't break the insulation when crimping. I prefer bare barrels with heat shrink over them. With bare barrels you reduce the size of the connection.
Stagger the connections if you want to use wire loom over them, or tape the wires together, so you don't wind up with a big glob of wires in one spot.
When I make my own battery cables I always solder the terminals and battery clamps, something learned long ago when making power supplies for radio systems on remote mountain tops. I don't like using flame for soldering, as it can embrittle wire and connectors, but with large cable it's the only practical way.
Back in my flying days we had a Cessna 172 that kept losing the landing light, which was mounted at the bottom front of the cowling, under the propeller. The vibrations would break off the connection. The A&E mechanic would solder the connector on (good), but used a propane torch (not good) because it was much faster than a soldering iron, but made the wire and connector brittle. Not fun when you come in for a landing at night without a landing light, especially at an unfamiliar landing strip.