The Electronics clubhttp://www.kpsec.freeuk.com Has information about components and soldering. It's not a club.
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Like UziMonkey, I recommend the theory before the practice.You dont need to go mad on theory to start making useful circuits but a little helps!Find a book called 'The Art Of Electronics' by Horowitz and Hill and have a good read of it. It is the only book you will need for quite a while and its an easy read!Feel free to post any questions you have on my forum....please note that it is a little lacking in users since its only a few days old but I will reply to you ;-)Hope this helps!PCBPolice Electronics Forum - we need some users....please!
Forget about soldering for now. Soldering is only useful when you have something you actually want to put together and keep. Get a solderless breadboard and some basic components. Also, a cheap digital multimeter so you can take measurements in your circuits. A good book is a must, one is available online for free here.