No, you can still use convencional Lead solder. Only device manufactures has to use Lead-free solder by the end of 2005.
Lead-free solder has some disadvantages, so stick to Lead solder for a while.
Lead based solder is freely available in the UK, I've just listed the melting temperatures for various types from the RS Components catalogue in another thread.
RS Components will accept orders from the public, but any electronics supplier should still be able to sell you lead based solder.
Answer is NO, Lead-free solder does not solder better, it was created only due to enviromental issues (as you know Lead is pretty toxic) it's composed of different compounds and because of that it has higher melting point. We can still use Lead solder, but there is a Law (I don't know if it's EU or World-wide) that All Manufacturers has to use Lead-free solder by the 1. January 2006 (Microchip for example).
Basically it is the same, you just need to set your iron to higher temperature, use different flux (for lead-free soldering) and ofcourse the lead-free solder. Be careful, it's easyer to damage ICs due to overheaing.
Stick to leaded solder, there's no good reason to change, and you really need a temperature controlled iron for unleaded - so you can turn it up a considerable amount!.