IMHO, Solder sleeves are the only way to go. Sure they're not cheap (between $.50-$1.50 each), but you'll find that any avionics shop worth their salt usually use solder sleeves to terminate shields. We use a ton of these things on everything from intercoms to the Dynon remote mag harnesses. They come in a myriad of sizes and configurations, we use plain sleeves many times, but we also have a bunch of them with the pigtails already installed so all you have to do is cut the shield, drop a solder sleeve over it, shrink and you're done - instant shield pigtail installed with no mess and a cleanly sealed good looking termination!