The key things to getting a good solder joint are:
Preparation (make sure that the wires and circuit board are clean, shiny and free from grease. If the board isn't tinned or gold plated, then you should polish it with a polishing stone or emery paper)
Use the right tools/materials - Make sure you use a decent quality electronic solder with multi-core flux. Don't try and use plumber's solder, silver solder, etc. Use a soldering iron with an appropriately sized bit - a 2mm wedge bit, is reasonable for general use. A 1mm bit may be better for fine work. The standard bit is often far too large to be useful for small electronics. Go for a 25W-40W iron - the smaller 10W ones won't cope with heavy stuff, or with the newer lead-free solder. (The lead-free stuff needs a higher temp than lead solder, and weak irons might not be able to manage it).
Remeber that you need heat to make the joint. Heat your wires, and then once they're up to temperature apply the solder and let it flow. Once the solder starts flowing to form the joint, remove the iron. A trace of wet solder on the iron tip will help heat contact, but avoid putting a big blob of solder on the iron - if you apply this to cold wires, it won't flow to form a good joint.
If you want to do really small stuff (like
this circuit I built - for scale, those connectors are standard Molex connectors as used by CPU fans, so these solder joints are small - but not tiny, like on graphics cards/mobos) then you need a very fine tip. I used a 0.2 mm point tip for my iron. The problem with these very fine tips, is that they are pure copper (normal tips are steel plated), and these dissolve/corrode in the presence of solder so only last a few thousand joints.
As for quickly tinning wires - you can get solder dipping tubs. These are little electrically heated bowls, that you fill with solder and which keep it molten. Just dip your wire in and pull it out. Quick & easy. But expensive unless you're doing 1000s of wires, and dangerous if you tip it over.
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