I take it by the art of soldering you mean the art of electronics
I'm a dab hand at soldering, even if I do say so myself. I build projects based around the Arduino platform.
If you want a good first project, get down to 'your local electronics store'. They have loads of little kits with all the necessary components and the PCB, you just have to solder the components on to the board. A particularly good one is a USB interface kit they do, there's about 70 different components to solder on, and at the end of it you have a nice board that you can interface your PC with whatever sensors/motors/etc you like. IIRC they give you the software/API to use with it aswell.
Your local electronics store are also good for checking out soldering hardware, though doubtless if you just check the model numbers etc you'll be able to find them online cheaper. I think my setup is now running towards £100-150.
It consists of:
- Carry case - important! It was only ~£20 from your local electronics store and has stopped me from losing all the little bits here, there and everywhere
- Antex 18W Iron and a set of heads - it's a good little iron, but in hindsight I should have got the 22W (or possibly a proper station). Anything from Antex is generally good kit

- 30W desoldering tool - great little piece of kit, saved a good few PCBs and allowed me to salvage a lot of parts from consumer kit that uses high melting point solder
- Couple of iron stations - it sounds stupid but don't skimp on this, the cheapo one's are a PITA as they fall over all the time, get a good one for a couple of quid more.
- Breadboards - get more than one! I've got a few stashed away in a cupboard that have good projects stored on them
And then the rest is all bits I've picked up along the way, resistor packs, wire, breadboard jumpers etc.
A few great sites for picking up electronic components:
coolcomponents.co.uk
oomlout.co.uk
sparkfun.com
One of the great things is that any component they have for sale, they have all the datasheets/how-to's/guides listed along with them. It's a great way to start experimenting.
Oomlout is the best in terms of the 'thoroughness' of the included documentation they give you when you buy a component - and I always check there to see if they've got what I want in stock first. Unfortunately they're just starting out so apart from the basic stuff they're a bit lacking. Their Arduino starter kits (ARDX) are by far the best though - highly recommended.
Other than that, might be worth seeing if there's a Hackerspace local to you.
Also try and find some electronics ebooks - there's some really good ones knocking about that give a great beginners knowledge and have helped me immeasurably
