They are not connected end to end, so I'm running conduit between them. I'll probably go with flexible ENT blue, since I couldn't put the lights in a straight line due to three garage doors and other issues. The lights are commercial recessed fixtures (new) and I have 30 that I picked up for $1 a piece at the Habitat Restore. They use a MultiVolt electronic ballast and I'm surface mounting them.
In the past, when connecting wires that are significantly different in size, I've always "felt" a wire nut did not provide a great connection. However, it's probably sufficient since the wires aren't subject to any vibration or stress. I guess I could tape the nut to be extra safe.