Recently I found this good article showing how to unsolder the header pins on some of the smaller add on boards for Arduno and similar projects.

 This should be helpful for lots of users.   Also you may want to check into the newer liquid fluxes that are out and how they will improve your ability to cleanly desolder pins.

  Also here is a very good guide to better desoldering from Chemtronics - always a good source of products and help.