There are lots of how to vids on YouTube. Basically it takes practice. Find some old boards and connectors to practice on. A little patience helps as well.

The better you can do it at a bench or table ( practice )

The easier it will be to do in tight spots.

And once in awhile you run into one that you just have to take apart to get it out and do it, or have better access to it.

No sense burning plastics, parts, fingers, or making a bad solder joint.

LTG : )

Yeah, sometimes it seems like it will be faster to solder in place, but often removing a bunch of stuff will save you time if you end up burning things in the process.

While we're on the topic, is it really necessary to clamp the diode for heat sinking to make sure it doesn't get too warm?

When I clamp, it seems like I lose a lot of soldering effectiveness. I feel mostly good about soldering, I really struggle to desolder. My little vacuum pump practically jumps out of my hand when I hit the trigger and I can never seem to make the solder go into desoldering braid without compromising the solder pads on the board.....

This RadioShack® 45-Watt Desoldering Iron is awesome for the price...

http://www.radioshack.com/product/index.jsp?productId=2062731&filterName=Type&filterValue=Desoldering

I never have, but probably should.

If you are good at soldering, you won't have it hot long enough to do major damage.

LTG : )

and I believe radioshack has a kit that lets you practice your soldering etc.

I took a class on soldering at Durham Tech years ago. I could probably use a refresher.

I never use the heat sink clamps either..
One of the biggest tips, "tin" the wires and your soldering iron's tip.
check it out here:

http://www.mediacollege.com/misc/solder/tinning.html

This is something that helps so much that I notice a lot of beginners overlook. Other than that, A LOT of practice helps. I learned on any electronic device i had that broke. I tried fixing it. Usually with no luck, but learned something about soldering every time.

Boda

Amazon has a cool soldering kit that I learned on for under $15 including the iron. Instructions walk you right through different soldering issues you'll come across and bonus for having a siren to annoy people with when your finished.

http://www.amazon.com/Elenco-AmeriKit-Learn-Solder-Kit/dp/B0009Z3JJA/ref=sr_1_2

Preheat the joint you're desoldering. Wet the soldering braid with flux. Hold the iron to the braid and hold the braid to the joint.

You'll have to experiment to get it just right.

good advice here.

clean(alcohol) and tin your wires and the tab you are soldering to. using flux will help a lot too!

It's all about heat transfer, which only occurs with a clean iron tip and a clean joint. A good soldering iron helps as well (one that maintains the temperature at its tip when applied).

As others have said, start by cleaning the soldering iron tip (add some solder to the tip, then wipe off the excess on a wet sponge).

Make sure you are using rosin core solder. Add a little solder to the joint or pad you are soldering to so the rosin flux in the solder cleans the joint. If you add too much solder, use a solder sucker (Soldapullt is a good brand) or a copper braid to remove the excess.

For pinball, it's important to have a good mechanical connection (ie. wire wrapped around or put through the hole in a lug) due to vibration.

If you find you are having a difficult time applying both solder and the iron at the same time, you can apply solder to the items to be soldered separately then use a rosin flux pen to add a little flux (it doesn't take much) to the joint. Then, you can apply the iron with one hand while holding the joint steady with the other hand. The flux will sizzle away cleaning the connection and ensuring a good solder joint.

Edit: After posting I see the person above already made some of the same points. Ah well, I guess additional information doesn't hurt.