Here is a collection of very helpful guides to soldering:
1. Episode 2 of MAKE Live with Ladyada’s tips for soldering. Every other tutorial will tell you to melt the solder by only using the heat of the unsoldered components you are heating up. As ladyada explains this will never work! You need a little bit of solder on there!
2. Bre Pettis’ MAKE tutorial on soldering with Joe Grand
4. How NASA does soldering (in very tiny videos)
5. Soldering is Easy comic book!