Minimizing connectors is generally considered good, but keep in mind those channels are logic level, current is minimal, and runs are generally short. However, resistance isn't the bigger concern...
Soldering is controversial. Disavowed in aviation, and for good reason. Subjecting solder to vibrations will fail, eventually. *IF* you're going to solder in an automotive environment, be sure to provide ample support/strain relief. That's the minimum in my opinion.
Convenience and convenience.
DIY AutoTune. Not so much shielded wire, but they sell a robust shielding.
If the VR is properly shielded, you shouldn't encounter any issues. It's ultimately up to you. How far do you want to take it? Are we talking F22's or Datsuns (with proportional budgets and risks)?
Generally... the lower the voltage and longer the wire, the more 'inducible' it is.