Funny thing that you bring this up today, I was just looking at temperature controlled soldering stations. I have one already but I could do with something with a few more watts for heavy gauge wire soldering.
depends what you mean by 'not too expensive'. From all the review I've read the HAKKO FX-888D gets highly recommended. Unfortunately for me these aren't available here in the UK but I have found some other good options the XYTRONIC LF-3000 looks good.