If I ever start needing to solder in a "bench" environment again, I will certainly go for a temperature controlled setup. I can see how it's better than a fixed or even coarse-adjustable iron, but many of my soldering situations have been where no convenient 230V AC supply exists - and sometimes no convenient 12V DC either, hence the fact that I currently use a butane iron. The control of that is nowhere near as good, of course.
As for solder composition, I have quite a bit of 60/40, mostly of the "Multicore" brand which is of course excellent - and some lead-free that came from Maplin, awful stuff to use, and all on the thicker side at present. I have found thinner solder gives me better results, as Dave suggests, and will buy some 0.5mm, probably 63/37, before I do any other jobs for which it's essential.
Where I need to use lead-free solder, I now only use it with tips kept for the purpose, as I've found it not to be much good for them.
Cheap solder suckers can be good - but I would recommend keeping two, just in case one jams up - that way, provided it doesn't happen to the other one too, you won't need to stop what you are doing to clean the sucker. (Murphy could easily descend on that, of course.)
For major through-hole rework where lots of ICs are involved, one of my friends used to use a Hot-Vac - not sure what is available in that line these days, and unless you are (like me) into restoring "antique" computers, it might not be a major issue.