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Thin tips have difficulty in transferring heat from the tip to whatever you want to solder.
Both round tips and sharp points are also to be avoided.
A conical tip has a point contact with the thing you want to solder, and this complicates heat transfer.
If the sides of the tip are slightly flattened, then you have a line contact and heat transfer is much better.
For THT parts a chisel tip with a width of around 1.2mm to 1.5mm works well.
And the soldering technique itself is also an important factor.
Generally it’s best to first add a very small amount of solder between your soldering tip and what you want to solder, The goal here is only to increase the surface area between your soldering iron and what you want to solder to increase heat transfer. Then you have to wait a few seconds for the heat transfer, and in these few seconds most of the flux will evaporate, and the solder will not “wet” anymore.
In the next stage, you add more solder, and flux with it, to the solder joint, Ideally this added solder is melted by heat transfer from the thing you want to solder, and does not directly touch your iron. Your soldering iron is the hottest part, and there the flux evaporates the fastest. Adding flux to your soldering iron is also useless, you want the flux on the metal to be soldered.
Right after you’ve added the right amount of solder, wait another second or two. In these seconds you see the solder spreading over the joint and it will also get further into the hole in plated through holes. Plated through holes do not have to be completely filled with solder. If your solder gets into the hole to about half the PCB thickness then it’s already plenty. An often made mistake is to stop right after the right amount of solder is added, but the solder has not flowed around the joint to it’s full extent. The flux needs some time to do it’s job.
Soldering can also only be done as long there is still flux present. When the flux has evaporated (which takes about 10seconds) then the solder will not wet anymore. In that case you have to add more flux (or solder if that contains flux).
There are quite a lot of youtube video’s which show soldering in detail.
I generally solder with a temperature of 300 celcius. When I’m soldering with “enameled” wire I increase the temperature to 350c because else the lacquer won’t burn off. In general, you can solder quicker with a hotter iron, but you also have to solder quicker because the flux evaporates a lot faster.
If you ever mix leaded and lead-less solder, be aware that if there is a small amount of lead in the mix (somewhere between 0.5% and 3%) something very weird happens in the alloy and the solder can loose more then 80% of it’s strength.
There is a quality difference between soldering irons, but anything with an adjustable temperature will already be much better then the old PTC self regulating irons. Those get both too hot, and cool too much during soldering.
I have a weller PU81 station with a WSP-80 station and I don’t like it much. It’s ok-ish, but far to expensive for the mediocre quality you get. If I had to buy a new iron now, it would be one of the T12 clones for around EUR 40.
If you want to go cheap, you can save some money by making an extra power output on your lab power supply. If you’ve got a (fairly common 30V3A power supply, you can take the raw voltage (around 35 to 40V), put it through a small SMPS module to get 24Vdc for your iron. This also saves desk space. There is a risk of overloading the power supply if you use both it’s output and the soldering iron at the same time.