I did a lot of research on this about three years ago when I decided to get a good quality iron. I asked a lot of people on a lot of boards and did extensive research.
The one clear fact I learned is that you want to buy your iron from Howard Electronics (http://www.howardelectronics.com/index.html
) They have one of the best selections, excellent prices, and the most knowledgable staff!
I eventually went for Xytronic 137ESD, and have been more than pleased! I had done a fair amount of soldering but wasn't the best at it... it turned out that it wasn't me, but the cheap tool I was using! Now I solder like a pro!