How to hold SMD parts in place while soldering?
Pssshh to the guys using stencils :) Bet I can put a QFP down faster than you can paste, place, and re-flow :)   Although it's nice if you want to get that center pad soldered.

Seriously though if we're talking ICs here I just flux pen a little, then put  some solder on one pin in the corner.  Then put the chip near it.  Now just flow the solder with your iron and nudge it into place with a pick, tweezers or the finger whatever works for that part.  Then you can align all the other sides by heating the solder a little and nudging it.   Then tack the opposite corner and off you go.

Don't waste time trying to align then solder, align while you solder.

For little guys like a SOT-23 or a 0201 I usually first put a bit of solder on one pad then heat it up and slide one pad of the component in with the tweezers.  Pull the iron off and it stays in place, you can use as much force on the tweezers as you need to.  Then just finish up the other pins.  You can go pretty fast with this if you're placing multiple parts just prepare one pad on each footprint, then slide in the parts and then go back and do the other pins.

That's my basic hand technique, works for QFNs too if you don't need the center pad soldered (the board needs to be on an angle).  I usually drag solder the IC's which is really fast when you get the hang of it.

For my stencil friends, you should see that new printer on kickstarter that puts down solder paste...