Well, way back when, when I was helping build winches, we did not have all the fancy stuff available today.
Plus, everything was top post.
We usually used a heavy ring terminal, the solder on type, and put it under the clamp nut for the battery clamp.
Today, I would use something like what dhcomp suggested, or this:
http://www.amazon.com/Raptor-RGBTU-P-Positive-Universal-Terminal/dp/B0032AMWLK/ref=pd_sbs_auto_3
Which I found on the same page as what he recommended.
Right at the tail end of my main winch life, we started hitting side terminal batteries a lot.
Our solution for that, was to cut away the insulation of the positive cable, screw a bolt with a nut already on it through the winch ring terminal and the positive wire, until it bottomed out in the side terminal.
Then back it off a half turn or so, hold it with a wrench, and tighten the nut down to press everything against the side terminal.
Again, better stuff available now.
But, if you ever do the bolt trick, either to hook up a winch, or as an emergency fix on the trail, DO NOT let the bolt stay bottomed out in the terminal as you tighten the nut.
The back side of that hole is soft and thin. If the bolt is bottomed out, and it gets turned slightly more while you are tightening the nut, it will either push out or crack and let acid start eating the bolt.
No problem for a little while, but sooner or later.......