When I first got in to electronics again as an adult I was using a $4 radioshack soldering iron. It worked well enough. But they lack real heat settings, the tips always wore out and they broke about once a year. Kinda lame.
A few years back I picked myself up a Weller WES51 Soldering Station. Wow, when you use a proper tool the job sure comes out nicer.
It has a bunch of neat features, like the fact that it turns off after 30 minutes of inactivity. You can set the tip temperature from 350° to 850°, which it monitors at the tip, not just some arbitrary power output level. It uses easy to find replaceable tips and they come in a ton of sizes, although I always use the tiny tip.
Sure I would have to buy a new soldering iron every year for 25 years to break even on the purchase but it does make for nicer work and its more fun to use.
Looks like they run about $100 online. I bought mine from J.B. Saunders in Boulder, CO.