Using the right size tip can greatly improve the quality of your work. For example, thin wires and circuit boards require a very fine tip. Using a tip larger than what is ideal for your work can either damage the components or form solder bridges which will require desoldering.
I strongly recommend clamps of some sort. Trying to hold your soldering iron, the solder, and the wire is tricky enough, but when you have to hold the connector as well it is almost impossible. The are however, adjustable clamps that can be manipulated to hold both the connector and the wire in place so you still have two free hands to apply the heat and the solder. These are cheap items, and I know mine have paid for themselves many times over.
If you are doing work on PCBs (printed circuit boards) you may need to get a magnifying glass. This will help you see the tracks on the PCB, and unless you have exceptional sight, small chip resistors are pretty difficult to solder on well without a magnifying glass. Once again, they are not expensive, and some clamps come with one that can mount on the clamp stand.
Solder wick is a mesh the you lie on a joint and heat. When it heats up it also melts the solder which is drawn out of the joint. It is usually used for cleaning up solder from tracks on a circuit board, but you will need a solder sucker to clean out the holes in the circuit board. Place the wick on the solder you want to remove then put your soldering iron on top of the wick. The wick will heat up, then the solder will melt and flow away from the joint and into wick.
If you don't have a solder station with desolderer, and you work on PCB's, you are going to need one of these before too long. They are spring loaded and suck the melted solder out of the joint. They are a bit tricky to use, as you have to melt the solder with your iron, then quickly position the solder sucker over the melted solder and release the spring to suck up the solder. I find solder wick to be easier to use and more effective.