There are two methods of connecting the wires: 1.) side wiring; 2.) backwiring. Side wiring is where you connect the wires directly to the side screws by forming a loop in the wire and turning the screw so that it holds the wire firmly in place. Backwiring is where you insert the end of the wire into a slot in back of the outlet.
Books on electrical wiring have varying opinions on side wiring vs. backwiring. Side wiring is considered to be a more solid "fix" and is often the choice of electricians. Backwiring allows you to connect wires faster, but usually does not hold the wires as firmly in place as does side wiring. The reason for this is many outlets have a "spring-loaded" slot that does not provide as solid a hold as do screws.
However, I recommend you look for an outlet that combines the best of both worlds. Some outlets have a backwiring slot that holds the wire in by means of the side screw rather than a spring.

