Tip #1: Use the right kind of solder. I prefer 40/60 (or 60/40 I forget which) with the rosin core. Also, make sure that the diameter of the solder is very small so that you can more easily solder the small pins. But, never, ever,
EVER use silver solder... It SUCKS for soldering LDs... The solder doesn't seem to flow at all.
Tip #2: Always tin the pin of the diode, as well as the wire that you are soldering to it. Tinning things makes the soldering so much easier.
Tip #3: Use the right kind of wire. Never ever use solid wire. Always use stranded wire because solid wire puts too much stress on the diode's pins. As for the wire gauge, I prefer 26 AWG, although, because it is small, it is harder for beginners to solder with.
Tip #4: After you have finished soldering the wire to the pins, heatshrink the wire and the pins to prevent short circuits if the pins are accidentally bent. To prevent the pins from bending, put dabs of hot glue around the pins. However, you do not have to use heatshrink tubing if you do not have it. Hot glue alone is a fine insulator.
Tip #5: Use the right soldering iron to solder. The diode is very,
very sensitive to heat. Because of this, you have to make sure you do not hold the soldering iron to the diode's pins for more than 4 seconds. Therefor, you should not use too powerful of a soldering iron. I think most people like the basic 15 watt iron from radioshack. I personally use an adjustable soldering iron that can be found
here. For soldering pins on a laser diode, I usually set it at about 260-290 celsius (500-550 fahrenheit).
Hope this helps
-Jordan