It's only hard if you pussy around with a baby soldering iron that's not got enough thermal mass.

I can even solder cells together end-to-end with no wire in between! You can't even see the +ve end of one cell when it's done.
You need a really big soldering iron ideally 75-100W with a lot of copper in the bit. I've made bits using 10mm diameter copper rod before.
You must roughen up the ends of the cell with emery paper.
Apply a flux paste.
Tin the cell and then quench with a wet cloth quickly to stop the cell over heating.
Then sweat solder the wire on. Quench quickly again.
The wrapper on the cell will probably be damaged by the soldering process as it's a heat shrink sleeve. You can get replacement sleeving from model car racing shops or on the web.
This isn't my handiwork but this is what you can do with a big enough iron. Note the cells in the back are joined end to end without wire...click to enlarge.

Try...
http://www.overlander.co.uk for cells.