It depends on the application.

And the type wire, aluminum or copper?

And where would the splice be located?

I have both copper and aluminium. The splice will be located in a junction box in a bathroom were the main breaker was was located

I would use NSI Polaris connectors then.

NSi Industries (http://www.nsipolaris.com/electrical/productdetail.aspx)

You can use a split bolt connector, see picture. Any connector must be rated CU/AL or for both copper and aluminum.

Aluminum and copper wire cannot touch each other. Notice in the picture there is a wedge, one wire on one side of the wedge, and the other wire on the other side of the wedge, so the wedge is between the wires.

After wrench tightening the connector, it needs to be wrapped with rubber tape and electrical tape.

A better method for a DIY'er would be an pre-insulated connector.

See:

http://www.ilsco.com/productcategory.aspx?kfnejkf=PQ4y9C2vFEtL0I9NN25Ra XTu7nvvtfQWhY2ly2ShYpg%3D&akjdjfv=bq9oHViFaxQnf2g6uRehNA%3D%3D

Wow. That's creepy. The same answer within seconds of each other.

Great minds think alike!