Thats up to you.
Unless done properly with shrink wrap i don't recommend soldering, the wire will break if there is any flexing where the solder stops and the un-supported wire begins.
I buy the plugs to the car harness then join to the stereo wires. You can do this on the bench or a table somewhere, not under the dash !!
The crimp connectors work very well and are durable. this means you can quickly re-install the factory stereo if you want to keep yours when you sell ( or car is US but insurance co insists a stereo is left in the car.)