As mentioned earlier, make sure you get the desoldering braid, otherwise known as solder wick. If you are working on fine pitch devices or surface mount devices, use the real thin stuff. I have also found the desoldering irons with the ball helpful, particularly when removing thru-hole parts. Use the desoldering iron to get most of the solder and then touch up with the wick.

If you are removing parts it also sometimes handy to have 2 irons on at a time. One on each side allows you to quickly lift the device in question.

Also one last word of advice is to choose your tools wisely. Pick an iron with an appropriate sized tip. Typically the $10 irons at RS had a tip the size of a screw driver, you will never get anything done with that. There isn't any need to drop $100+ on an iron yet, but $40 will get you a nice entry level Weller with adjustable temperature control.