Soldering to a DB-9 Connector.
I had a gentleman send me his cables and encoders because he kept getting differential errors. Upon examination I was able to readily pull one of the encoder wires right out of the pin. The solder did not flow out and bond to the pin as seen in this picture. (white wire)
A close up of the pin shows no adhered solder.
When I removed cable by heating solder joints, there were a couple that did not show any bonding of the solder. See second pin from left.
I will show some good suggestions on soldering to these connectors in the following pictures:
First, use a good electronics flux on the pins. Apply fairly heavily. Do NOT use a plumbing solder as it is acid based and too corrosive for electronics.
Heat the pin and lay a small bead of solder in the cup of the pin.
Strip your wire a little longer than you need and flux it up, especially if it is copper that is not tin plated.
Now tin the wire by heating it and adding a very little bit of solder. You can then snip the ends to proper length and you have no worries about stray strands of wire.
You can then just lay the wire right onto the pins that have a puddle of solder then apply the iron tip to the wire and it will sink right into the pin.
Not perfect in the picture below, but I was dealing with previously used connectors.
If you do this correctly you will absolutely not need any sleeving to go over these pins.
It is best to use 63/37 rosin core electronic solder as it is a eutectic solder, that is, it has no plastic region- in other words, it goes from liquid right to solid as it cools. That leaves less chance for a slight motion as the joint is cooling to cause a cold solder joint. I used 60/40 here, but I have been soldering for 45 years. I would not recommend any lead free solders for the inexperienced. Lead is your friend
EDIT: And never melt the solder on the soldering iron tip. Heat the metal and let the solder flow to the heat. Don't let the solder melt off the iron tip and into the joint or the solder connection will fail. Often I put a small spot of solder on the iron tip which helps with transferring the heat from the iron to the joint and does nothing more.