I ALWAYS solder molex connectors! Believe me if you spend the time to assemble it all up and then one of the wires pulls from the pin, then you spend the time to get the pin out without a molex removal tool–they are specific to the type of connector–or spend the time waiting for the removal tool to get shipped because you don’t already have one. You will end up just cutting the whole connector off and starting from scratch.
Then you suddenly realize that you didn’t buy enough extra pins to rebuild another connector! So you have to wait for those to get shipped and a 10 minute job ends up taking you a whole week to finish.
Just solder them in, it’s super worth the little extra time. Plus then you don’t need to buy the molex crimping tool. And you don’t have to worry about faulty connections.
This is all-of course–assuming you already have a soldering iron and decent soldering skills and don’t assemble connectors often so you don’t have all of the tools and stocks of extra pins and connectors lying around.
Here’s a little write up I did when I got my e3d nozzle.
Look for my post on page 3. I have links to mouser for all the connectors and pins needed–so you don’t have to search around–plus a little how to on soldering and hooking up the connectors.
I made lots of different connectors when I was a mechanic, spent all the money on a couple handfuls of crimping tools and removal tools–molex, packard, deutsch, other brands–and I came to find that soldering was the best way to go.