i don't believe it's really necessary to solder spokes. bmx'ers used to do it with zipties, and i always thought it was a waste of time, money, and added weight. i've also never felt any difference after riding other people's bikes.
here's some people who agree with me: Tied and Soldered Wheels by Jobst Brandt
Response from DT Swiss
The performance advantage of tied and soldered wheels is difficult to quantify, but some riders claim to notice an improvement in wheel stiffness, ride quality, and wheel life. The effect of tying and soldering would be minor, however, compared to the differences between various rims and spokes that you could choose. In the past, tying and soldering was very popular for track racing, where strong side loads can be exerted on the wheels. It also helped to make up for inferior spoke quality. Now that rims and spokes are significantly improved, the benefits of tying and soldering are less tangible. You could certainly try it on your current wheelset and see if it makes a difference, but most likely you will have the best riding experience using heavier rims and spokes.
DT Swiss, Inc.