Depends what you are soldering and whether you are going over old solder or soldering new parts.

First, a couple of useful tools. 1, a solder sucker and 2, some rosin flux:

http://www.amazon.com/SRA-99-20-Rosin-Soldering-Flux/dp/B00C3VMU/ref=sr_1_2

http://www.amazon.com/ORIGINAL-DELUXE-SOLDAPULLT-EDSYN-DS017/dp/B01DPS2O/ref=sr_1_3

If you're reworking an old connection, it's best to apply fresh solder first then use the solder sucker to remove it. This cleans the connection.

It's always best to make a mechanical connection first. For example, making a hook connection by putting the wire through the hole of a coil lug and bending it around. Doing this usually allows you to use one hand to hold the soldering iron and the other to apply the solder.

If you can't make a mechanical connection, that's when the flux is used. First apply enough solder to the things you want to connect to form the final joint. Next apply a small amount of flux to each side of the connection. Hopefully at least one side of the connection is stable so that you can use one hand to hold the joint together and the other to apply the soldering iron. The flux will ensure a good solder joint.

You can do the same thing without the flux but it may result in a poor solder joint that won't last.

Probably not an issue if only doing it once and a while but the solder is made out of lead.