I'll add/expand a bit on what has already been said
1) Soldering iron - if you can get a variable temp soldering iron for a good price, by all means invest in one. I was using a Weller 30W for the longest time, and while it did the job, I was blowing through tips at a pace that made it cost prohibitive (I was getting about three pedals per tip, and then had to change). Picked up a variable temp soldering iron for 10 Euro ($13), and I've soldered up 22 pedals without a single required tip change (I have changed the tip once, but only because the solder wasn't quite flowing right off the old tip).
2) Solder - once you find what works for you, stick to it. With the above mentioned soldering iron, I also bought some different solder, which should have been "better", because it was "higher quality". Didn't flow right, no matter what temp I set it too. Picked up a few scraps of my "old" solder to test, worked like a dream, promptly went out and bought two more rolls of the old stuff.
3) Desoldering iron - pumps and braids have already been covered, but if you can get your hands on a desoldering iron (essentially a hollow core soldering iron with a built in solder sucker), do it. It makes correcting the booboos much easier, and when you solder a dpdt to the wrong side of the PCB, you will be glad you have one.
4) Heat shrink tubing - put it on all your solder lug connections. Eliminates unwanted possible grounding issues, allows you to put items in tighter, and if you mess up, you can always cut it off.
5) Glasses - if you have prescription glasses, wear them (preferably an old pair), not so much for vision (although it helps), but for protection, otherwise, invest in a pair of safety glasses. Hot solder/resistor legs in the eyes are a bad thing.
6) Divorce saver - basically a desk mounted garbage receptable that you can cut your resistor legs/solder joints over to keep all those little chunks of joy from ending up in/on your feet. Also good for fly tying.