My opinion differs on soldering irons. I find that cheap electric soldering pens tend to give me poor results. For someone starting out I think this could be discouraging. Radio shack has a cheap butane pen that works much better for me. It does cost slightly more, but I find it is usable on a wider range of projects and can even heat shrink tube in a pinch.
It doesn't cost much to get a great iron.
[1]: http://www.hakkousa.com/detail.asp?CID=49&PID=4800&P...
For electronics, use a soldering station, which is basically an iron that's stabilized and allows you to control the temperature.
Or use a soldering gun, but this is a bit of an acquired skill, and tends to fry sensitive CMOS devices (or anything that doesn't like EM fields and pulses). I still prefer the gun for regular components, but I'm probably old school.