The Weller WHS40 / WHS40D is a good soldering iron station. However to make it even better, and to save you money down the track, there is a critical step you have to take before using the iron for the first time.
The soldering iron is shipped with a flat head grub screw holding the soldering iron tip in place. I highly reccomend replacing this screw immediately, before even plugging the iron in. The stock screw is very soft, and can be almost impossible to replace after the iron has been used for a few hours. I had only used my iron for about 4 hours before wanting to change the tip. This is when I found out how soft the stock grub screw is.
I have now replaced the grub screws in both of my irons with M3 grub screws. This allows me to use my hex drivers (you can also use a 1.5mm allen key if you haven't got a 1.5mm hex driver) to unscrew the grub screw. As it is a hex (or allen) head, the screw won't be so prone to stripping.
You will want to buy a screw driver that fits the stock grub screw perfectly. The screw is still very soft out of the packet and will also require a considerable amount of force to unscrew. If you use a screw driver that doesn't fit perfectly, you may strip the screw before even using the soldering iron!
If you have stripped the head of the screw on your soldering iron, then there is still hope! You will need to be careful (and also not too worried about having to buy a new iron if it all goes horribly wrong). You need to drill out the existing grub screw - this will be quite easy, as the grub screw is quite soft. You may then want to use a 3mm tap to re-tap the existing thread to allow you to use a new grub screw.
It may also be wise to use some high temperature anti seize on the new grub screw, to help prevent the grub screw from seizing in the future.
Other than the soft grub screw out of the box, I have found the WHS40 to be a good soldering station. Having come from a $20 soldering iron from Jaycar, it is a dream being able to precisely control the temperature and have the iron heat up to temperature within a minute.