Soldering is the way to go. It's much easier for me and I don't change things unless they break...and seriously, when's the last time you had to replace a microswitch on a game in only home use? If you have had to, it was probably a poor quality knock-off switch.
Soldering is also much cheaper, and stronger...
If you choose to solder, never buy lead-free solder(unless outlawed in your country). Lead-free has other metals in it to replace the lead, which require more heat to make a connection, which increases the chance of damaging the parts being soldered, and the other metals aren't any safer, as long as you wash your hands after handling leaded solder...the lead in leaded solder stays in a solid state...the smoke that comes from soldering is the flux or rosin in the solder(still avoid breathing in the fumes whenever possible). Also, buy a temperature-regulated iron...one that shows temperatures on it, not just a scale from orange to red. The most efficient soldering irons have a tip that slips over the heating element, instead of having the tip touch the heating element at the base. I personally recommend Hakko brand soldering equipment.