Headlight relays, soldering question

[TWFAUST at aol.com]

I am assembling a relay system for my Audi headlights and am having some 
trouble. The wiring is a combination of 12 and 14. Not being a fan of crimp 
connectors I am trying to solder the wiring splices. Trouble is, I can't get 
anywhere. I heat the wires until the "legs" on my gun get red, but I can't get the 
solder to flow. Is there a special tip for wires this size? What solder should I 
be using? Or is this why they invented "solderless connectors"?

Tom Faust