Desoldering stations have a couple of advantages, but they do need to be used correctly for best results... and their quality does differ. I've had three different ones so far, and generally have been able to get good results; better than that of a desoldering pump.
1. It's critical to get good wetting. Desoldering at lower temperatures (350ish C) is ideal to not peel your pads, but this obviously creates a problem with lead-free solder on lower powered stations. Don't raise the temperature. Add flux (liquid kind, RA/RMA) and/or leaded solder to the joint first. Keep the solder tip constantly tinned and cleaned of flux residue, and flood it with solder after you turn it off in storage.
2. Use desoldering tips with diameter slightly greater than that of the lead that you are desoldering. Most high end desoldering stations have at least 10 different tip varieties and sizes to help with that, but even lower end ones (like a hakko 300) have around 6. Do not try to use the same diameter tips for, say, switch and LED leads.
3. Come in with the tip at a 90 degree angle, make sure to get a full melt and contact with the board, and then turn on the vacuum. Wiggle the iron around to clear the tip on all sides, turn the vacuum off, and remove the tip.
4. Desoldering tips with good care will last a lot longer than soldering tips that are subjected to rapid cooling/heating cycles like those of a desoldering pump.
5. Disposal and cleaning of the solder chamber is much more convenient on a desoldering station (again varies by model).
6. The speed of desoldering is massively superior to that of a desoldering pump or wick. It's not even a fair contest. Plus you don't need to use both hands.