I found a nice trick a few months back when I was having difficulty with making jumper wires for my breadboard, when I used heatshrink it would sometimes fray easily at the joint and come detached, sometimes it would stay inside the heatshrink and look as if it was still connected. I then decided to try and coat my joints in hotglue, this worked but it looked ugly so I then went one further and put heatshrink over the hotglue, when this was first tried it wasn't pretty, the glue melted and squirted out each end as I was shrinking the tubing. This is when the idea came to me...

You will need:
Heatshrink tubing (sized according to the job)
Stick of hotglue (not hot obviously)
knife or sharp wire cutters (scissors would do too)
something long and pointy (I used a DMM probe)
Heating apparatus ( I used a lighter, you can use a hot air gun )
A soldered wire joint to protect.

Step 1: Cut the Gluestick

First you will need to make a small strip of hotglue that will slide into the heatshrink next to the solder joint.

you want to try and make it thin and a little bit shorter than the heatshrink.

Step 2: Place Heatshrink and Glue Strip on the Joint

Slide the heatshrink tubing over the joint ready to accept the tiny glue strip (I put it just past the joint so I can place the glue on the joint itself), then carefully put the strip of glue in with the wire. next pull the heatshrink so it covers the joint and the clue strip, you may have to use the pointy thing (DMM probe in my case) to keep the glue strip centered.

Step 3: Heating the Joint

This part can be done many ways, I use a lighter and I work my way towards the wire.

if you put too much glue in then it will squirt out of both ends, you can trim it with a knife after it's cooled if this happens.

I usually like to a small bulge come out at either end, it just looks nice to me. you can gently squeeze the heatshrink to push some out before it cools to achieve this if you didn't put too much glue in.

Once it's cooled and trimmed (if applicable) you are all done!