You should choose a soldering iron with a 3-pronged grounding plug. The ground will help prevent stray voltage from collecting at the soldering tip and potentially damaging sensitive (such as CMOS) components. By their nature, soldering guns are quite "dirty" in this respect as the heat is generated by shorting a current (often AC) through the tip made of formed wire. Guns will have much less use in hobbyist electronics so if you have only one tool choice, an iron is what you want. For a beginner, a 15W to 30W range is the best but be aware that at the 15W end of that range, you may not have enough power to join wires or larger components. As your skill increases, a 40W iron is an excellent choice as it has the capacity for slightly larger jobs and makes joints very quickly. Be aware that it is often best to use a more powerful iron so that you don't need to spend a lot of time heating the joint, which can damage components.
Here is my modified Hakko Red series 20watts soldering iron.
Since it was using 2pins and the tip was not grounded, so there is a current leakage from the tip.
It may damage sensitive components. Even myself can get electrocute by holding the solder lead while soldering.(Tested with test pen and it really lighted up)
So I have to ground the tip to mains earth.
White heat-proof sleeve covering the exposed striped copper wire.
Joining in process.
Joining done. See there is a screw. Fortunately there is a M3 screw hole for it.
I believe it is for another series soldering iron's grounding.
Hakko Red series 60watts on the left and modified 20watts on the right.
The modified 20watts works prefectly good as far as for now. No more shocking. =]
Hopefully the earth wire can withstand the 20watts heat because the wire was not stripped long enough.
Will modify the 60watts as well afterward. Weee...~
and change the fuse to lower ampere.