Some people (not me) can successfully solder incredibly tiny Quad Flad No-lead (QFN) parts such as the one in the photo below by hand using a soldering iron or a hot air gun (the photo below is from a commercial board, not hand soldered). For wireless devices and modern sensors, surface mount device (SMD) packages as small as QFN have become the normal, default package.
Building a reflow oven. We have not build this one. This is something that we definitely want to build sometime in the future.