Chances are you learned to solder using a cheap pencil-type soldering iron. The bad news is that not only is this type of soldering iron a lousy tool to learn with, pencil-type irons are not recommend for any important solder work, and the reason is simple: a pencil-type soldering iron does not have a thermostat, which is to say it’s always on, making the soldering iron hot to the touch; in addition, a pencil-type iron will not heat, for example, components very well — if the iron had sufficient power, it would destroy itself, since it is on all the time.
As if that was not enough, the soldering iron tip is typically hotter than it needs to be, so it will not cool too quickly when you apply the solder, meaning that the solder on the iron’s tip oxidizes rapidly. The excessive tip heat results in poor thermal conductivity, making the soldering process more difficult. Because the soldering iron tip cools rather quickly when you do finally apply solder, the soldering iron may not have enough heat capacity to heat the circuit board enough to make a proper solder joint, unless you hold the iron to the board for a longer amount of time. Time is not on your side when you solder: the longer you hold the soldering iron to the circuit board, the greater the chance that you will damage components or the board itself.
For the reasons stated above, you should consider investing in a temperature-controlled soldering iron. These irons have a thermostat that switches off the heater once the selected temperature is reached, meaning these irons are capable of housing a more powerful heating element, which speeds up the heating application process. When you are not using the iron, the element uses just enough power to maintain the temperature setting and will not overheat, thus keeping the soldering iron tip in better shape. Another benefit of using a temperature-controlled soldering iron is that you can set the appropriate temperature for the type of solder you are working with — for example, you will need more heat for lead-free solder. You can also turn down the temperature when you are soldering delicate or heat-sensitive parts and turn it up when you are working on large or heat-conductive terminals.
Although the sophistication of a temperature-controlled soldering iron will cost you a little more, I think you will find it worthwhile in the long run. This type of soldering iron is especially useful for beginners because it will really speed up the learning process. Some soldering irons may at first glance appear to be temperature-controlled, but they may only be adjustable; because they are open-loop the temperature is not actually controlled at all.
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