The higher the wattage on a soldering iron, the better it can retain heat when making contact with something else.

A 25W soldering pen is cheap, but will be hard pressed to do any heavy duty regular solder connections. A 120W+ soldering gun is large and cumbersome, but very fast for heating.

One of the best units for most (IMHO) is a Weller WES51 which has a variable output (up to 60W) and replaceable tips. Of course you can get cheaper versions and some pretty powerful soldering pens w/o the large transformer station.

Some links.

http://www.instructables.com/id/How-to-solder/




Your best bet?
Buy a small spool of 20-28ga wire, a cheap wire stripper, a fair soldering pen and a spool of solder (likely under $40 total or less from ebay). And practice, practice, practice.

It took me 15 minutes to remember how to properly weld steel tubing after not doing it for over a decade... My first joint was messy as all hell, but by the third one I was back "in the groove". Same thing with soldering...