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Since you solder a circuit board upside down, you need to secure the parts before you solder them. FOr thin lead parts like capacitors and resistors, you can bend each lead in the opposite direction to hold it in place. Just make sure you don't bend it too far or it may short with a nearby pad and it can be difficult to snip.
IC sockets can easily be held in place by masking tape. However, it is usually a good idea to solder 2 pins on opposing corners and them check it to ensure it is flat.
IDC headers (the ones with 1 or 2 or 3 rows of gold pins) can be tricky, especially single row headers. Masking tape sometimes works, but often the header will end up crooked. On method I've found is to hold the header in place, flip the board over, and gently place the header down on some object (I usually use my clipper handle) The flat black form will usually hold the pins square with the weight of the board. With practice you can tell from the solder side when the pins are straight. Until then, solder two pins at opposite ends of the header so you can easily make adjustments later.
To help hold things in place, it is a good idea to install parts with the least height first and work your way up to tall devices like LEDs, electrolytic caps, etc. A common order is resistors & diodes, IC sockets, small capacitors, terminal blocks, LEDs, and then any larger devices like TO-220 silicon, etc.
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Home Automation FAQ : 
Prevent static damage! Use ESD precautions!