I know others have espoused the awesome that is Weller, and you honestly can't go wrong with one of their soldering stations. However, if you're only looking to spend a few bucks but still need something that can handle a decent work load you can pick up this little guy. I picked one up at Home Depot a couple of years ago and I've been impressed. It handles everything I throw at it without even blinking.

However, it really depends on the type of soldering you're planning to do. How heavy duty do you need your iron to be? How often do you solder? If the answer is 'a lot' to either of those questions, just save up some cash and invest in good tools. As the saying goes, "You'll only cry once."