rkcstr
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When it comes to soldering non-thru-hole components, I take a non-standard approach (and probably considered "improper" 
). Adapted mostly for SMT components, but works just the same for laser diodes if you're try to attach to a board since the pins aren't held in a hole. Instead of using the wire-feed-and-heat style, I just add some flux to the connections (I like my MG Chemicals flux pen!), then hold them in place in one hand (I typically clamp the board in something and hold the diode/module), take the tip of my iron and touch the solder wire to get just a tiny bit on the tip, then touch to the connection to allow it to flow and join them together. Trying to fit a solder wire in there with the tip of the iron as well isn't always easy, especially when you have to hold parts in tweezers, like the SMT stuff.
Flux is crucial in this method since the flux core of the solder is effectively already burnt off. I like using flux in any soldering just because it makes it so much easier and faster to get a good connection, especially if there's any oxidation or coating on the PCB's pads.
Like I mentioned, a really handy thing I've found is this flux pen:
http://www.alliedelec.com/Search/ProductDetail.aspx?SKU=6610307&MPN=835-P
There are probably others out there, but that's the one I have. It is very convenient because it is a liquid, so you can just dab on a light coat quickly with the tip and solder. Then, if you want to clean it off (it is considered "no clean"), pick up a bottle of 91% isopropyl (rubbing) alcohol from the store and use an old toothbrush; takes a few seconds to scrub and rinse... pat dry
Also, as Senkat mentioned, using solder paste is a good alternative as well since it has flux and solder premixed and in a convenient semi-liquid state. You'll need a way to accurately apply (I use a syringe with a short, blunt tip) and also be sure you either melt ALL of it or clean off excess afterward, otherwise you risk shorting something out if it gets somewhere it isn't supposed to be.
). Adapted mostly for SMT components, but works just the same for laser diodes if you're try to attach to a board since the pins aren't held in a hole. Instead of using the wire-feed-and-heat style, I just add some flux to the connections (I like my MG Chemicals flux pen!), then hold them in place in one hand (I typically clamp the board in something and hold the diode/module), take the tip of my iron and touch the solder wire to get just a tiny bit on the tip, then touch to the connection to allow it to flow and join them together. Trying to fit a solder wire in there with the tip of the iron as well isn't always easy, especially when you have to hold parts in tweezers, like the SMT stuff.Flux is crucial in this method since the flux core of the solder is effectively already burnt off. I like using flux in any soldering just because it makes it so much easier and faster to get a good connection, especially if there's any oxidation or coating on the PCB's pads.
Like I mentioned, a really handy thing I've found is this flux pen:
http://www.alliedelec.com/Search/ProductDetail.aspx?SKU=6610307&MPN=835-P
There are probably others out there, but that's the one I have. It is very convenient because it is a liquid, so you can just dab on a light coat quickly with the tip and solder. Then, if you want to clean it off (it is considered "no clean"), pick up a bottle of 91% isopropyl (rubbing) alcohol from the store and use an old toothbrush; takes a few seconds to scrub and rinse... pat dry
Also, as Senkat mentioned, using solder paste is a good alternative as well since it has flux and solder premixed and in a convenient semi-liquid state. You'll need a way to accurately apply (I use a syringe with a short, blunt tip) and also be sure you either melt ALL of it or clean off excess afterward, otherwise you risk shorting something out if it gets somewhere it isn't supposed to be.
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