I'm sure, for connectivity reasons, soldered joints are the best (with joint wire jumpers) , but I do see problems for me. - I'm not a wonderful solderer, It does seem like a lot of work, and I think it would make changing things harder.   
 
 My compromise is rail clamps. 
 
 I tried split jaw - expensive, and fiddly, but work great.   I then tried AMS - cheap, effective - still a bitt fiddly, but work well. ..and i've recently tried Train-Li Pro Clamps.  Very easy to use, inexpensive, and look good.  Remains to be seen if they are good long term, but they look as if they might be. 
 
 I have used self tappers.  Unobtrusive, I found a pain to drill (but that's just me) and I have suffered when trying to take them out to change things. 
 
 I've also use fishplates (rail joiners) with and without LGB (and other makes) of gunk.  Varying success - very easy, and a doddle to move. 
 
 So, you pays your money..... 
 
 I guess it depends on personal circumstances, budget, abilities, and the weather conditions in your locale. 
 
 A bit like power buses with DCC - some folks think they're essential with feeds every few feet. I have never thought so, as I reckon that thumping great brass rail is the best power bus there is, but having said that - I'm now looking at a power cable round the garden and a number of feeds just to guard against power drop. 
 
 I used to be indecisive, but now I'm not so sure....