Hi Fajimr,
I ignored the usual audiophile advice to buy a big buck soldering station and started out with a cheap Radio Shack soldering iron with a swtich that toggles between 15 watts and 30 watts. I just about never use the 15 watt setting, 30 watts (at least for this iron) is about right for most circuit board work.
However, when I started making cables and soldering 18 gauge wire to the barrel of a big Cardas RCA, my puny little soldering iron wouldn't cut it. So, I went back to Radio Shack and bought a cheap 40 watt iron... this does pretty well when I need more heat. Still, there are times when it takes a long time to get things hot enough for the solder to flow (the star earth on the AKSA power supply board is a good example).
I bought my third iron (a 40 watt Weller) when I needed to buy something additional to get the order above the minimum; this "40 watt" Weller is enormously hotter than my 40 watt Radio Shack iron... and it serves very, very well when I need to solder a large load (single point ground, soldering speaker outputs to the binding posts, etc.). So, now I have three irons, and it works very well. I probably have $60-70 in the three irons, so I still came out ahead. It's really not a pain to keep two of the irons hot at once, so it works well.
When you buy your soldering iron(s), buy a few spare soldering tips too... they wear out fairly quickly (but I do a lot of soldering too). Keep a wet sponge nearby to clean the tip... otherwise that black crud will end up in your solder joint. Finally, not all solders are created equal... I like Kester 63/37 (recommended by Jon Risch on Audio Asylum), Mouser part number 533-23-6337-18, $8.50 for half a pound, last time I bought it.
I second the advice to go buy a cheap kit, put it together (learn what the parts look like, make mistakes on something unimportant), and don't quit until you have made it work properly (you will learn problem solving, persistance, and gain confidence).
Good luck,
Peter
