It depends on what type of termination you are using. If you are going to crimp the wire in the connector then I recommend solder to secure the crimp. If you are going to use the connectors which require small screws to secure the cable then I say no solder.
These are very simple to do so go for the DIY. My preference is for BFA bananas such as the KnuConceptz at the amp end and either Vampirewire spades or Audioquest spades at the speaker end. This is how I do it, others will have different opinions and as always, YMMV.
