Well, I can give you personal experience... I don't know if thats what you want, but here it comes.
First its important to have a good iron and some quality solder. I actually use Radio shack solder for a lot of applications (part number 64-009E - .032 diam 60/40 mixture). It melts pretty fast and the flux in the core helps it get absorbed into the wire quickly.
The first step to good soldering is to "tin" bother surfaces. to do this take the piece of wire or whatever you are soldering and hold the hot iron to the bare wire heaing it up. Then after 5 or so seconds touch the tip of some solder to the wire while still keeping the iron on it. The solder should melt and be drawn into the wire. Hold this position untill the wire end is sufficiently silver. Now take this same technique and use it on the opposing surface. Once both sides are tinned, take them both and push them together, and then touch the iron to one or the other. The solder should melt on both and they will form the bond you want.
Hope that helps, if you need clarification on that holla back.