I prefer a knife-style tip:
These are designed for PLCCs but work really well for SOIC or TSSOP style components. What you do is to bead up a blob of solder, place the edge of the blade at the angle between the toe of the lead and the pad, then drag the iron down the row of pins. The reason for this technique is that it is faster and gives a better result than pin-at-a-time.
The solder follows the heat but leaves each lead with a perfect joint and heel fillet. One thing to note is that if you are really good, you can do a whole row of fine pitch pins with no bridging - the solder just walks off the end and onto the iron. Me, I'm not that good and always end up removing the solder bridge on the last two or three pins of fine-pitch SMT parts.
These tips also work well for discrete SMT components and even through hole leads. By rotating the blade, you can get contact with a larger surface of a through-hole lead for getting extra heat to ground or power pins. By rotating the other way, you can use the tip of the tip for SMT chip components.
I disagree with the advice to use the micro-conical tips. These have never done anything for me except F-up boards and joints. Either they don't melt the solder, or you turn the temperature up so high that you start burning away solder mask and start seeing the tip dissolve away in the solder.
Also, consider the boards you'll be working with. Things that work with a little two-layer board or one of those unpopulated, phony "practice" boards the soldering iron vendors give out fail miserably on 4+ layer, fully built, assemblies.