Thats guna depend on what the wire is used for.
Screw Terminal connectors,
Solder with heat shrink insulation,
Crimp links with or without glue filled shrink,
Shear bolt crimp links.
Cad weld...... depends on the purpose of the join (electrical or mechanical continuity) and the voltage / current to be used and the conditions it will be used in.........
Many more options depending on the application!