For years the only way to join wire or end wire was to tie a knot.  A knot is still used today, but we have learned that it does not give full holding ability.  Today the most common and economical  way to join wire is to use crimping sleeves.  Sleeves come in a variety of sizes to fit all gauges of wire. By using crimping sleeves in the proper manor it gives a full strength connection., this means 100% holding ability of the wire. You will need a crimping tool with this product.  Although this is the most common way there are other options.  You can use the Kiwi Link which has approximately 80% holding ability of the wire.  An option for end terminations would be a Kiwi Vise. For electrical connections try an Open Tap or a Split Bolt Line Tap.  For more on each of these products look further in the product section.