I was just gonna tell you to check out tackleunderground, but I saw you already registered. Make sure to ask this same question in the wire baits forum.

I also prefer the wire vs. the rubber collar. The jigs I've used with this style do have a twisted wire. They make pliars designed to do this. Look for lock wire pliars or lock twist pliars on the net. After the twist, you might want to add a dab of devcon to cover it and protect from any sharp edges.