Those PTC fuses are commonly referred to as a polyfuse or polyswitch. They act like resettable fuses, going high impedance when a short or overload causes them to heat, then returning to their normal state after they cool down. It's a good idea to have one since NiCd and NiMH cells can deliver *very* high currents for short periods, but there are plenty of battery packs out there that lack them.

Soldering directly to cells is definitely a no-no, it will almost always cause damage if it doesn't kill the cell outright. Battery packs are typically assembled by spot welding nickle ribbon to the cells. I built a capacitive discharge spot welder specifically for this, and there are a number of similar designs floating around the web. You can buy cells with nickle tabs already spot welded to them though which can be soldered to.