wiring and splicing stuff

[greatmaul]

Not a farkle, per se, but part of many a farkle installation is wiring. and.... I suck at it.

I keep wiring up leds and using those ridiculous blue splices that you can buy anywhere,

and they just don't work. The lights go on and off, and if you wiggle the wires they come back on. So I clip the wire off and try again, and now I have so many of them there's hardly room to smash the tank back down. I need better stuff, and I'm not too keen on soldering stuff.
So, I'm wondering... how do you wire stuff up?