I use a 60W thermostatic Weller, the type with a big heavy transformer in the base, that was thrown out at a company I worked for in the eighties. I have had to change the bit a couple of times, not too bad for 40-ish years, and as Tim said it's a bit of a pain to change, but it can be done. I put some graphite on the screw thread when replacing it to make it easier next time. Just did a search for a picture, but that type doesn't seem to be made any more! I'll try to take a photo later.
I've got one of those 25W Antex irons, but don't use it much, and also a rechargeable battery one from Sealey, which is useful when working outside.
I worked as an electronic engineer for many years, and sometimes came across items that had been damaged by excess heat when somebody had been soldering - this was often due to using an iron that was too small or too low powered, so it has to be held on the job for too long. I once had a sideline in removing integrated circuits from circuit boards and reselling them - I found the best way to heat all the pins at the same time was to use a gas blowtorch! That way I could melt the solder and pop the IC off the board before the heat had been conducted into it.
Pete