That's partly based on what type of soldering you usually do (discretes on perfboard? SMD on a Schmartboard? IC's that are especially temp-sensistive?), what kind you like (i.e.; pencil-type, conformal handle, or long handle), your budget, and what is the availability of tips/accessories in your area. I prefer a digital soldering station for bench (home and office) and if I'm at a site; although I usually take a smaller and less expensive unit when I have to carry it around with me. There are options like two irons on the single station, as well as joined with a hot-air rework station (if you do SMD/SMT/rework).
My personal favorite brand is Weller (IMHO). I've got a WX1010 that is outstanding. It's on Element14 for US$515.00, so you'd expect the thing to be awesome. I've also got a Weller WLC100 "Hobbyist" station that is very functional and does a good job at US$51.60 on Element14.
The Weller WES51 is at MCM Electronics for US$99.00 (MCM Electronics is the Newark/Element14 site that's geared towards hobbyists and consumers). This is a very good to excellent digital soldering station designed for continuous use.
The Tenma and Pro's Kit lines is pretty good (don't expect premium performance). Haako are excellent, and priced accordingly. Radio Shack has a decent digital station, but you'll likely have difficulty getting tips. Metcal are great professional systems, but they're very pricey. I stay away from the super-cheap no-name irons and systems. There are a lot of ways to make soldering irons and stations cheaper; and they all usually involve thinner wire, poor temp control, absent strain relief, and hot handles.
You'll likely get plenty of input from others with their own favorites, I've just never gone wrong with a Weller.
I went for the budget range Tenma ironTenma iron and so far that's done me well for general soldering. I've not tried and SMD work but I did buy it with that in mind. It heats up quickly and is solidly made. If you are soldering for 8hrs a day 5days a week then you might want to get something a but more rugged.
