I find it's always cleaner to use connectors rather than soldering directly to leads, no matter what component you're trying to attach to your robot. You have to think about things in terms of maintenance. If a battery goes kaput (technical term :D) and you soldered directly to the leads, you'll have to desolder and solder again. If you used a connector, you simply pop out the battery and replace it with a new one.
If you want to take your designs to the next level, you should start planning where your wires will be routed through the chassis, covering them with wire loom, spiral wraps, cable carrier, cable ducts or even just cable ties w/ cable tie holders (google wire management products and you'll find even more options). The ideal situation is when the wiring throughout your chassis is static and never replaced or moved (except when a wire is the point of failure). To replace any part or to work/modify it, all you should have to do is unplug connectors.
As a final note, ALWAYS color code your wires: Red = +12V, Black = Gnd, Orange = +5V, Yellow = +3.3V, Green = Sensor Signals, Blue = Communication lines...you get the picture. You can define them any way you'd like (although I'd recommend to stick w/ red = power, black = gnd) as long as you're consistent. On the other hand, NEVER assume someone else has color coded their wiring. This has bitten me in the rear because I had assumed red would be power and black would be ground, but I was mistaken. The extra time you take in the beginning to do things cleanly will save you hours if not days later on in the project.