Because photocells are basically resistors, they are non-polarized. That means you can connect them up 'either way' and they'll work just fine!
Photocells are pretty hardy, you can easily solder to them, clip the leads, plug them into breadboards, use alligator clips, etc. The only care you should take is to avoid bending the leads right at the epoxied sensor, as they could break off if flexed too often.
Last updated on 2012-07-02 at 03.38.46 PM