i would recommend spending a bit more than just going out and getting the $25 radioshack solder iron. yes they are cheap and yes the tips are cheap and easy to replace, but if you spend a bit more and get a quality solder station, you will be way happier. the radioshack solder irons take forever to heat up and then the tips wear out very quickly, even with proper maintenance.
i would suggest this one http://www.stanleysupplyservices.com...spx?pn=131-185
it's only 50 bones and weller is a quality name to go with. plus you can get all the parts individually if anything stops working. it's definitely a tool that you will be happy to keep around for a long long time.
i would also recommend getting some solder that uses water soluble flux. that makes clean up very easy. you just take your circuit board over to the sink and scrub it with a plastic bristle brush and soapy water, then let it dry out.