While I have soldered large gauge cables before I had access to the proper tools below, I was never enamoured with the results..

Expensive proper tools.. Crimpers are around $300.00+ <img src="/forums/images/graemlins/rolleyes.gif" alt="" /> <img src="/forums/images/graemlins/rolleyes.gif" alt="" /> and do a great job as shown on the 1/0 cable below..
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A less expensive way to do it is using the devices below.... Marine Supply stores are a good place to get heavy duty electrical parts when you can't buy them direct from commercial supplier (i.e. wholesaler) sources..

ANCOR Heavy Duty Lug Crimper.. I checked a number of places for price.. $55.00 for the crimper shown below is a good price....
http://www.shipstore.com/SS/HTML/ANC/ANC701010.html

BUTT Connectors for 4gauge wire....
http://www.shipstore.com/SS/HTML/ANC/ANC252150.html