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The way I do it with through-hole components, which may not be the best but seems to work, is to hold the soldering iron tip so that it simultaneously touches the pad and the component lead while applying the solder. Seems to work well. Sometimes a bit of flux helps in making the joint pretty.
Reasoning: Both the pad and the lead have to be hot enough to quickly melt the solder and doing this by contact with the soldering iron to both the pad and lead seems to work best.