So you have 1, 2, 20 boards to assemble and the last step is to solder the header pins.
Unlike components like caps or resistors where you can bend the wires on the solder side to keep them from falling through - headers cannot be bent. An even you did, getting the straight is a pain. Loose, they tend to look like this -
And, if you can get them to stay, when soldered that's where they'll stay. Ugly! So here's how I solved this. Using a breadboard. Start by getting all the headers ready.
Next insert them into the board - aligned with the holes in the circuit board.
Don't worry about getting them all the way. Place the circuit board on pins and using a flat edge press the pins into the board until at the desired depth (I'm using a razor blade - and I have had stiches, just not in my fingers - yet).
Now solder. Don't burn your fingers!
And voila! Nice straight pins.
Please be careful when soldering header pins in a breadboard. If you heat the pins too much they can cause the plastic on the breadboard to melt!
Good point! One of the other tips I've learned too reduce thermal stress on boards, etc is to create a soldering order that skips pins so that heat doesn't build up in a small area. A simple example is if you are soldering an 8 pin header, to number the pins 1-8 and solder them in this order: 1,5,2,6,3,7,4,8