As been said, it’s a “mass” thing. Your part(s) sink too much heat out of a small tip before it can deliver any meaningful heat.
I use something like this:
http://www.amazon.com/60-Watts-Soldering-Iron-listed/dp/B0006NGZK0/ref=sr_1_1?ie=UTF8&qid=1420725138&sr=8-1&keywords=60w+soldering+iron
Add this and you got yourself the soldering iron tool for big jobs on a small budget:
http://hobbyking.com/hobbyking/store/__10803__Hammer_Head_Soldering_Tip.html
I only do quick jobs every once in a while. If you want an iron to sit around all day ready to go then you need to look into temperature controlled stations.