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Insert all the IC chips first, without soldering. They will almost always have their two rows of pins spread more than the proper 0.30 inch when you get them. One simple way to install them is to insert one row, and then push the whole chip gently against that side as you slip the pins of the other side into their holes one by one. Or you can try bending all the pins on a side by pushing the chip against the top of the work surface.
To avoid overheating the ICs, solder only one or two pins at a time on each chip, then move to the next chip in rotation until all pins are soldered on all chips. Transistors, diodes, and LEDs can be handled the same way.
Insert several resistors, and splay the leads slightly to hold them in place while you solder. Solder one lead on each before returning to do the remaining leads. This is not just to keep them from overheating, but to prevent bad solder joints: If you try to solder the second lead right after the first, you may end up putting a load on the first joint before it is properly solidified. Capacitors are handled just like resistors.
After soldering each little group of components, snip off the excess leads with diagonal cutters as close to the board as possible. Now it will be easier to solder the next group. (This does not apply to integrated circuit chips... they don't stick through the board enough to matter anyway.) Save the wire clippings in case you need little jumpers elsewhere on your board.
TIP: It helps to install components with a preferred viewing angle, where possible, to aid in reading values during installation and for any later modifications or repairs. In particular, orient all resistors the same way, so that the most significant band is on the left or top end. This is especially important for 1% tolerance resistors, since they are hard to read in the first place, and since it's easy to read them backwards by mistake.
If you discover when you are all done that you have made an error in the circuit layout, you can often repair it just by carefully cutting unwanted traces with your Dremel tool, and soldering small pieces of insulated wire as jumpers to the correct locations. If the board is very complex, this will be the method of choice to add design modifications as well.
Another repair / modification method is to build a "piggyback" circuit on a small scrap of board. This can be fabricated via the same printed circuit methods, or directly wired on a little piece of perfboard. Attach it to the "mother" board by stubs of wire directly soldered to each. The wire clippings from resistors and capacitors that you have already installed are ideal for this.
Since the "daughter" board will typically need power, ground, and an input and output, there will be at least four points of support. Keep the wire stubs short by planning the daughter board placement over the proper spot on the mother board. You want room to get the soldering iron in to attach these stubs, but not much more than a half inch for maximum stiffness.
See also Printed Circuit Construction
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