1. I have used really good lab soldering irons with base station/holders. Last for ever, controllable heat and cost about $40.
2. Resistance solders (running on batteries) are good for quick fixes
http://www.thinkgeek.com/gadgets/tools/69d3/?cpg=ab, but I don't think they're good if you do a lot of soldering. This type does not use heat. They run an electricial current through the solder to melt it, more like welding really. It takes time to get use to and the graphite tips tend to break. Also, you can find plans in the Internet to build them yourself.
3. You can go solderless for some connections using Posi-Lock products.
http://www.posi-lock.com/ I can personally vouch for these connections, best non-solder connector around.