Soldering irons that are not temperature controlled get very hot, like 750-850F. Even little 10W irons will get this hot, it just takes them longer to get there. At those temperatures you run into problems with the tip oxidizing and the flux burning off instead of melting (litlle white puffs of smoke, anyone?)
I could never keep one of these little guys clean for more than 4 or 5 minutes at a time. The oxidation that builds up is tough to get off and, even when you do, comes back in no time at all if the iron is left sitting idle.
By the time you pay for a couple of cheap tips and shipping, I'd rather spend a bit more and get a cheapy temp-controlled station. I've seen them in the $40-$50 range at places like MPJA and Howard Electronics.
Make double-sure it's a temperature-controlled station not a "power-controlled" one. My first cheapy station used a triac to adjust the voltage to the tip and wasn't worth a damn. Like I said before, even at low power, the tip will eventually heat up too much.