Deluxe Crimping Tool:
Chris Hansen has written the most amazing guide to crimping, servo connectors, and JST connectors I've seen. He's like the Beethoven of crimping and connectors!
The link above points to his really excellent crimping tool. Crimp kits (what I've bought... be sure and get a wire stripper if you don't have one for the tiny gauge wire) are here.
He's got a splendid guide, A Brief Discourse on Connector Antics (pdf). I wish there were this level of detail on everything in RC land!
"This is the best crimping tool we've ever used for making servo connectors. The ratcheting hinge lets you lock in the terminal first, then insert the wire. This tool gives you a lot of leverage so every crimp is extremely strong, but is comfortable and easy on the hands even after a lot of use. If you're going to be making a lot of connectors then this tool is well worth the investment - take a look at the comments below. Tools of this quality usually cost over a hundred dollars."