What size wire are you soldering and is it indoors or outdoors? I typically use a hot iron so I can heat the tip of the wire quickly to solder to. A cool iron will have to be held in place for an extended time to heat the wire and the result is that the heat travels further up the wire possibly melting the insulation. Soldering outside is another story as a slight breeze and you can't solder Sh*t. Go down to Rat Shack and get one thats around 15~20 dollars on the hotter side. Sorry I don't know the wattage but they should be able to help you out.
I bought a nice $60 one from my local Ace, dual wattage, has interchangable tips, nice little work lights (actually do come in handy), carrying case and such. So far has worked great. If you are interested I can get my lazy butt up and go out to the garage and see who made it and specs and such. :G
Used it to solder control wires on alt., speakers in friends explorer, and other stuff, no complaints. gets real hot real quick, also good if you need to solder wire to a solid (i.e. speaker wire tab on sub). Get some PVC shrink tube (can use solder gun to shrink it) or some liquid electric tape. (~$7 a can at Ace)
One of the old fashioned soldering tricks is to use a heat sink - some metal tool to suck up the heat to minimize damage to the wire / components.
I use a medical hemostat (like a surgical clamp). It has a very narrow jaw, you can clamp it anywhere and it stays put, and the the metal jaws draw the heat up and away from the work. When soldering a terminal on a wire, set the clamp between the iron and the wire.
Of course, use an iron or gun that is way too hot, and you will still fry everything - so having a dual wattage gun, and a smaller, lower wattage solding iron or pencil on the bench are the required tools of the trade.
My gun is 240w/320w, and I have a 100w iron, and 50w pencil. Like all other automotive jobs, you've got to have the right tool for right application. Using a 320w gun for a 20 gauge wire will never work, no better than using a blow torch to light a cigarette. Fortunately, I don't smoke
This is the one I have. I was out side in the wind. Thats why I had problems.
I soldered the signal wires for the ARB bumper together and used shrink heat wrap stuff the cover. It wasn't pretty but at least they are sealed up.
Land - common mistake folks make too is to not get enough of the solder on the tip first. Never apply the tip to the wire till you have some solder on it first. Also, make sure to clean your tip with a sponge.
Be careful about applying solder to the tip first. Tinning the tip is fine but having a glob of solder can give a cold solder joint quite easily. Easy way to tell is if the solder is kind of ballish is shape when done. This happens when a glob of solder clings to the surface of what you are soldering and doesn't penitrate the joint.
Beyond a cleaned soldering iron tinned with a little solder, a dab of soldering paste goes a long way to make sure the solder flows correctly. As someone already mentioned - make sure you get solder and paste for electronic soldering not plumbing. The acid content in plumbing solder/paste is no good for electrical.