I prefer solder on connectors versus crimped, but thats just my preference after having crimped connectors that were done by a professional shop fail after a short amount of time. I'm not saying one way is better than the other though, because i have seen some crimped connectors that really will last the test of time. Its a crap shoot...
Installing connectors on LMR400 is no big deal, i've done it plenty of times, solder on. The biggest mistake i always see when it comes to applying too much heat is using cheap connectors, like the ones Rat Shack sell. They don't solder for crap, usually have a chrome or nickel look to them, sure they are nice and shiny but crap. I always use the silver plated variety, you can tell which ones are the silver plated because they have more of a dull gray finish kinda like aluminum, not really shiny, and they suck the solder up like a sponge, takes very little time for each hole with a hot iron, not long enough to cause damage.
I actually had a guy bet me one time that there was no way in heck that i could solder a PL-259 on LMR-400 without causing damage. I took that bet, told him to bring over a scrap and i will put one on. Grabbed a new silver plated connector, prepped the coax and put it on. After i put it on we then tested the cable, a short jumper about 5 ft long, and then i cut the coax about a half inch behind the PL-259 i soldered on and we examined the dilectric, no noticeable damage. Was fun watching him pay up.
Anyway, take your time, be patient, and it can be done. If you want a little info on installing PL-259's on RG-8 size coax go to my website, click on Hints & Tips on the left hand side, and then click on PL-259 Installation... For the record i don't consider myself an expert, but i get asked enough times by new hams how to put one on, so i decided to write up a quick reference. This is the way i have been doing them for about 15 years now, haven't had one fail yet.