Joining wires or using connectors / junction boxes

[Doddy]

Done both - very situational. I very much prefer a junction box to get some strain relief from the cables but that can be managed with wiring loops or a rigid former and cable-ties. In-lining solder joints can otherwise lead to fractures/joint failures. Heatshrink is good, but can hide such failures and make fault-finding a bugger. Heatshrink with adhesive liners can provide moisture protection of joints, but needs higher temperatures to shrink. Solder sleeves are very good (I used to use a lot on aircraft wiring back in the day) - and a good way to bond screens as well, but relatively expensive.