This applies to spades for speaker cables. Assuming your spades are simply a tube with nothing that can be crimped and you are relying on solder only to make the connection.
1. Firstly clamp it. You want aluminium in your clamp to avoid damage.
2. Apply solder to the spade first. It will need more heat than the cable and you want to make sure the solder is happily connected to it. You might even attach something to the end to stop solder going too far and getting messy. Put the iron on the underside to apply heat, feed the solder in to the inside of the tube. Fill er up (not quite).
3. Now tin the end of the cable. Again put heat to the bottom, feed the solder on to the top. I tend to touch the tip with some solder so there is a bit sitting on the tip - it tends to give better heat transfer to the cable and the solder will melt quicker.
4. If you have done all that properly, this part is now easy rather than difficult. All you do is put the tip on the spade to soften the solder inside the spade tube. As soon as it softens, you push the cable in.
5. You might like to slide some heatshrink over, and if your work is less than perfect this can save the day as well as mark + and - but if you're doing this, make sure to slide on the heatshrink before everything else, and keep it away from the heat.