Perhaps off-topic a bit, but...
The nicest soldering iron I ever used (for both teeny or not-so-teeny parts, depending on the tip installed) was a Metcal smartheat unit. There are some very tiny tips available for it--and, indeed, for many decent soldering stations. I will admit that it was most annoying that the stereo microscope magnified the soldering iron tip as well as the connectors and other parts, though.
These Metcal irons use a unique and clever system to heat. The heating element, if you want to call it that, is basically just a piece of some metal alloy that has a Curie point of the desired temperature, which is inductively heated using ultrasonic or RF frequencies via a coil wrapped around it. When the temperature rises to the Curie point, it ceases to be magnetically reactive and the heating stops, making the metal in the tip its own thermostat. It works really nicely in practice: fast heat-up, very good regulation, intrinsically correct temperature calibration, and quite good heating response under load. They were (and are) not particularly inexpensive, of course.