When I can bend the component leads, I usually do that.
For some components, if I can't bend the pins, I flow just enough solder into the hole from the same side as the component then, after getting it positioned just right, I reflow the solder and let it absorb maximum heat, then remove the soldering iron and quickly plunge the lead into the molten pool. This is usually enough to tack the component in place. That's how I do things like DIP sockets and Molex connectors.
In either case, if it's a 3+ pin package, I'll usually solder one corner, then apply pressure and reflow the solder so the component sits flat.