it's really not that hard. your electrical connections will be 1000x better. do you know how much of a PITA it is to track down an electrical problem when one've your little twisty things fell off? also depending on how permanent an install is going to be, it's better to solder just for the sake of keeping your wires neat. i usually only use some type of plastic connector or tap as a temporary connection if i'm not sure I want to keep something a certain way. once i'm set on how i want something wired i go back and solder and wrap everything. nice and clean.
btw anyone tried those new 'cold heat' soldering irons? the ones that're supposed to heat up in a split second and cool down just as fast. it looked neat and VERY useful but i'm curious how well it works.