As seen on one of the videos on THIS page, you gotta have a well heated, clean tipped, well tinned and fluxed joint to solder quickly and with style.
Use some sort of flux. My personal favorite is the flux syringe and/or flux pen. They happen to be pretty darn useful when it comes to soldering on the small scale. Keep the iron tip well coated with the solder and grab a large blob of solder onto the tip. Then simply touch (less than 2 seconds) the fluxed joint, with the two wires and the solder will flow right into it. Hold it steady for about 5 seconds and you have your well formed joint. Clean it up with some rubbing alcohol and then put some heatshrink over it to protect it from bends and other stuff.
Overall the stuff I mentioned should cost no more than 20$ for a good beginner's soldering set complete with decent liquid flux, solder, iron, sponge, alcohol, heatshrink. With this set, you can do all sorts of SMD mods and stuff. Perform all the things you need in the laser world.
Enough said. Or put up a cool new video....