It's hard to beat a good Metcal. Of course, unless you've got $800+ kicking around for a soldering iron, you probably won't want to buy one

High end Metcals have a special RF heated tip so they heat up darn near instantaneously and have crazy good temp control. You do pay for it, though.
I have found that the Weller WESD-51 (or the WES-51, which is the same without the digital temp readout) is pretty good at a price of only about $150-200. Tips are readily available at large retail outlets (e.g. Fry's) which can be handy in a pinch.
These high end irons have very nice tips on them that will take solder readily and not wear out quickly. Do NOT use abrasive cleaning methods on them. You'll destroy the special metal coatings. These high end irons also have plenty of power and warm up quickly, but they won't overheat since they're temp controlled.
If you're wanting to spend less, I've used something that appears to be identical (but under a different brand/model) to
this one and was fairly satisfied. The tips wear out eventually, but they last longer than the cheapie Radio Shack iron tips, warm up relatively quickly, and the temp control is OK.
Of course, the next step down is the $12 "high end" models from Radio Shack. These work, but the tips are utter crap, they are a little lacking in power (so they take a while to heat up and can't heat up large areas of copper very well), and there's no temp control so they can get a little too hot and start burning things off the board. But, they're only $10-12.
The next step down is the $2 special from the online outfits and the bargain bin at places like Fry's. Don't even bother. They take ages to heat up (and by the time they do, the handle is almost too hot to touch), the tips don't take solder at all, and they tend to die within a few months. Just don't bother.
Unless you're soldering tiny stuff or doing this on a daily basis, there's not much reason to go beyond the $50 range. This is far more about operator skill than equipment quality when working on things like monitors, so just practice up.