Ladies and gentlemen, children of all ages, a few days ago I stumbled upon the definitive answer to this question as I looked up something in the Barnett Bicycle Institute manuals. Drum roll, please... And the answer is - SOLDER as several have suggested already. BBI says if you want to put cable tips on, fine, but solder the ends first. According to the manual, tips crimped on by themselves actually CAUSE cable fraying. So there you have it.

I protest.

Rainman, forgive me; Barnet may be considered the know-all, see-all of bicycle mechanics --I have every edition of his manuals--but everything he says does not need to be taken as Gospel.

As an aside, this thread is almost a year old and going through it again, I was struck by how many members don't post anymore. Too bad.

I try and extort cable end caps out of my LBS occasionally but if I don't have any, I ususally the spoke nipple trick - nice and cheap for me since I'm always fiddling around with my bikes.

Bikerider,
I am constantly fiddling with my babies, and I seem to screw up the cables every time. I have learned to crimp the tips on very lightly so I can easily re-use them. I haven't broken out the soldering iron despite what that know-it-all Barnett's manual says.
Rainman

Some neat ideas here. But will tape and shrink tubing work? I wouldn't think they would hold. Elie's glue with someones old wire insulation sounds cool.
Joe
:beer:

I like the soldering idea. I've been slowly getting better at perfecting my art too. :)

Shrink tubing works great. John

I'm with Ellie, I've used super Glue for years. Works very well. Lead sinkers idea sounds cool, but I'm not putting anything lead on my bike after I purchase items like Speed Plays and such to save weight.