Not many folks do this anymore, but not because it isnt cool. Tying and soldering your spokes effectively shortens the spoke length, so you get a stiffer wheel. Usually this means faster and more responsive, but also not as comfy, and it can potentially put increased stress on the rim. That said I have tied and soldered many a wheel and never had an issue...other than my wheels looking extra awesome.
You will need the following things:
-wire for tying: pre tinned copper wire, I used 32 guage, you could probably go a little thicker, but I wouldnt do much. Radio Shack is where I usually find this. Theoretically any thin wire that will hold the solder will work, but this is how it has always been done, so this is what I use.
-Solder: Its better to use a low temp solder as it will expose the spokes to less heat stress, which in theory would be bad for them. I have used high temp silver bearing solder, and it looks great, but is a pain as it requires a higher heat not always attainable with low grade soldering guns.
-Flux: thick paste flux is best as it stands up to heat better and will let the solder flow really well.
-Soldering Gun: just about any will do, but I like to use at least a 40W gun to keep the job a bit quicker and easier.
-A Bike Wheel: can't tie and solder a wheel, without a wheel, now can we.
-This Instructable: well...duh.
Step 1: Build or buy a wheel and ride it.
Nothing to see here, but you gotta let the wheel break in a bit before tying and soldering. A new wheel can potentially settle in and detension so it is best to ride the wheel and shake it out before tying and soldering. It is not that you can not true or tension a wheel that has been tied, but it is a bit more difficult so better to shake the wheel out and get it nice and dialed first.