Basic soldering
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Technique: Apply hot metal object to both surfaces that are to be soldered together. Feed the flux-core solder into the joint from the side opposite the h.m.o. Once enough solder has flowed, remove heat.
Preferred tools: A temperature-controlled soldering iron/station. Please be aware that many cheap soldering stations and irons, even if they are adjustable, simply adjust the overall wattage feeding into the tip. This usually means the tip will still get just as hot at the lowest setting as at the highest, it just takes longer. Temperature control requires feedback which means a more expensive iron. Still, if you shop around, you can find lower-end temp-controlled irons for US$50-$60. The recommended temperature is around 380F for 63-37 (tin-lead ratio). This should be enough to completely liquify the solder without vaporizing the rosin flux. A too-hot tip will generate a sizeable white puff of vaporized rosin smoke when solder is touched to it. You want the rosin to flow onto the joint surfaces to clean them in preparation for melding with the solder, not in the air around the joint. Thin (fine-pitch) rosin-core solder. Thinner solder melts more easily and allows more control over the joint formation than thicker solder. Also note that you do not want to use plumbing solder or flux on electrical circuits as the flux in these solders are much more corrosive than rosin and will eat away the metal traces on your board.
Advanced Soldering
The "Packaging information" thread has a few tips for soldering surface-mount (SMT) components: SOIC (1.27mm/50 mil pitch), SSOP (0.65mm pitch), TQFP (0.50mm-0.80mm pitch), and MLF/QFN (0.50mm pitch).
Desoldering
Solder suckers can be hand-held, pump-driven, and with or without active heating. The basic idea is to heat the joint so the solder goes liquid, then apply suction to get the molten solder out of the joint. The hand-held variety requires you to depress a spring-loaded plunger which fires when a button is pressed to create the suction. The pump-driven variety is usually found on expensive soldering stations. Some of these incorporate heated tips so that the melting and suction is done by a single device rather than two seperate ones.
Solder braid is a rosin-loaded copper braid that is pressed onto a joint and heated so that the liquified solder flows into the braid. Once impregnated with solder, the tip portion of the braid is useless and must be cut off. Solder braid is quite prone to going "stale" and braid obtained from surplus sites is likely to not work very well.
Other methods involve using a hotplate, a hot air gun, or a combination of the two in order to bring the solder just up to its melting point then plucking the chips out with tweezers.
Links
Electronix Express Soldering Tips
Instructional Soldering Videos from NASA