I prefer crimp db25, but mostly I prefer having someone else make them for me!
You MUST have the proper crimp tool to use the crimp kind, and there are two kinds of crimp styles, the standard one you see most of the time, like a molex or DL, and the "precision" one. Both use a unique tool. The precision are more expensive and less common, but seem to make a nice connection, better? not sure.
There is also the standard practice of folding the thin wires over so you have enough "meat" in the connector. Like Mogami, which is essentially 30AWG needs to be folded because the connector is really rated for 26AWG as the smallest.
which ever you use, have fun! :-)
Cheers
Alan