How To Solder
The real trick to soldering is using the right tools and patience. See the page on Bench Tools for recommended soldering stations and solder supplies. It is essential that the tip is not only easy to clean, but that it is kept clean. Having used many soldering irons, the one thing I have found is that the temperature of the tip and its temperature stability is important. If you are into this, as a serious hobby or something more, then invest in a decent soldering station.
Links to Solder Tutorials
Soldering Techniques by Niagara College is an excellent tutorial on soldering in pdf..
Soldering application note by Diodes, Inc.
SMD soldering video that is worth watching.
This link leads to a list of Sparkfun soldering tutorials