Soldered VS ...everything else

As alluded to above solder comes in many alloy formulations.
The good old wire looped into a screw down terminal alleviates one connection point.
Silver and silver oxides conduct better than gold.

And none of it is as good as a cold weld for current.

How do people feel about set screws in bananas or spades?

Not by themselves, again, in a gold plated copper crimp sleeve is ideal.
However, again the issue is that in the cheapest types the threads are too coarse and the material is too hard to set properly. I've seen lots of cheap examples that come loose very quickly.

Not blind tested, but solder rather sucks.

I mean, it's really not that good of a conductor when it comes right down to it.

If you do use banana plugs though, I prefer the WBT method, where you hard crimp a sleeve onto the wire, and then you screw that to the connector. IMO, this is the method that is most reliable and will yield a corrosion free connection for the longest period of time.