Get an iron which makes it easy to change bits when hot .... and do it carefully or burn yourself
You will need several bits of different sizes .... the bigger ones for the heavier component legs and the smaller bits as the 'thickness' of the component legs gets smaller.
When taking out a component, it is usually because it is to be replaced, so the component itself is not going to be salvaged.
After making sure the component legs are not bent over, use a very light pliers (so it does not act as a heat-sink), to hold the leg, and apply solder and heat to the leg until the original solder begins to flow .... at that point the leg can be withdrawn from the PCB hole, usually leaving the hole blocked.
Unblocking the hole can then be done at leisure.
Again, the idea is to apply fresh solder to the hole, so that all the solder flows, and then - depending on the PCB - you can use a solder sucker, to suck up the soft solder ..... or you can actually soften the solder and hit the board onto a surface that won't damage it, and the sudden stop of the board will cause the solder to fly out of the hole.
Again, you must choose the solder tip size (bit) to suit the application ...... for instance if the hole is in a ground plane, it might be large, and might have a lot of copper attached to it, making a heat sink .... in that case a larger, hotter tip might be needed to over come the heat sink effect to get the solder to flow properly.
The difficulty is selecting the correct bit size for the particular job ...... that comes with experience.
Applying too much heat can cause the copper tract to lift off the board ..... a definite no-no.
As appears to be your intention ...... get a variety of old PCBs and practice removing components.
It will take quite some time to get reasonably proficient.
Even then mistakes are almost inevitable.
When you make a mistake on a test board, continue with similar sized components & holes, until you have it right.
When all the components have been stripped from a board, go back to the errors, and see if you can repair the mistakes.
A huge complication with modern PCBs is that they might be multilayer ..... and the layers are connected together by the 'lining' of the hole (through hole plating).
If you damage that plating, there is very little you can do to salvage things unfortunately.
Just some thoughts that came to mind ..... it has been a few years since I was involved in such things, but the basics haven't changed I guess ....... except for special instruction for surface mounted devices, and for ICs which are mounted through the PCB (there are special fittings for some soldering irons which will heat all the legs together) .... but the cost of replacing the IC is usually not worth the risk of damaging the through hole plating, so cutting the IC body off and then removing the legs individually is most often the best approach.
Have fun! ........ and practice, practice, practice!