Needle nose pliers work for me, although I sometimes use the 2MANY method, especially if just feeding the family. To thoroughly impress friends, remove the skin, then the pinbones, and finally the lateral line before cooking. I don't have many friends, so I don't do all this very often.

One word of caution regarding the 2MANY method: if you leave the bones in smoked salmon, make sure you tell your company they are there. My wife's aunt got a bone from a chunk of my smoked salmon caught in her throat one year. Not a dangerous, asphyxiating type of situation, but she wheezed and coughed (and gave me dirty looks) all day. Always keep in mind that there are few things less common than common sense....