The best features to look for in an iron are:
1) Enough wattage. Regardless of how HOT the tip can/will get, it's the wattage rating on the iron that determines how much heat it can sustain when transferring heat to the parts. Even a low-wattage iron can get really hot, but the instant you touch it to something, the heat's gone.
2) Real temperature control. Many cheaper irons just force juice to the tip. There's no feedback loop. "Real" irons have a thermostat that actually turns the element on and off to maintain a desired temperature. This is helpful for consistency from joint to joint. Without temp control, you might get one really good joint, then one that seems impossible. It's important to differentiate between irons that have a real temperature feedback loop, vs. irons that have a knob that just acts like a rheostat and adjusts the wattage to the tip - you want the former.
3) Enough mass/surface area in the tip to facilitate good heat transfer. This is a bit related to technique and personal preference, but if you've got a long, narrow, pointy tip, even the best iron will struggle to keep the very tip of it hot. There's just not enough mass to retain the heat. And, if you just poke the very end of the tip against the joint, there won't be much surface-to-surface contact to transfer heat. Meanwhile, if you have a short, thick, chisel tip, it'll have enough mass and surface area to retain heat and transfer it rapidly.
I'd look for an iron with at least 40 watts, temperature control, and a tip you can work with. FWIW this is the iron I use:
http://www.amazon.com/Aoyue-937-Dig...ref=sr_1_2?ie=UTF8&s=hi&qid=1273759467&sr=8-2
It's essentially a cheap Chinese knockoff the of the Japanese Hakko brand. It's done really well for me so far, but the tip that comes with it is a little small, so folks might want to order a meatier tip to try out.
Keep in mind that asking for soldering iron recommendations is like going to a racetrack and asking which brand of car is the best. Everyone's got really strong feelings about their favorite. :lol: But at the same time, people can usually agree on basics regarding what works best.