Greg,
I've used both methods and either one works well. My personal preference is to solder wire to the rail. I use a method that I read about here on the forum where I drill a 5/64" hole through the rail and then insert the end of the wire into the hole. This makes it easier to solder the wire to the track. Here is a picture that shows where I drill the holes and how the wire is inserted. I use 14 awg wire and it just fits in the hole.
Note that it is important to remove the blackening on the center rail before soldering. I recommend practicing on a spare piece of track until you get the hang of it.
