If you get a heat gun:
1) Be careful. It was a bit of a surprise for me the first time I worked with a heat gun. Ok, so there's no flame. Yeah, but it's still damn hot, and can burn you or start fires surprisingly quickly.
2) Don't get the gun too close to the splice right away, or you can melt the wire's insulation.
3) If you need to double-shrink-tube something, don't try to slide the second piece over the first one right after heating. The residual heat will shrink the new tube, and it might get stuck at the wrong place.

4) Choose a size that will sleeve over the wire without being very loose. The stuff typically shrinks at a 2:1 ratio, so if you go really loose, it might not shrink enough to give a really tight fit. There's some stuff I've seen though that will shrink even more, but I don't know how common it is.
Wait, you mean there's a member of AT who
doesn't own a heat gun?
I guess everyone's got to start somewhere.
I made it until I was....24 before I had a heat gun. Until then, it was cheap butane torches from surplus shops on eBay.
