There's a lot of answers on this page that wrong and could lead to life threatening anaphylaxis. Given the risks involved here, I'll be providing quotes from physicians throughout.
Don't pull it off - not with your fingers and not with tweezers!
"Now this is what most of us will do - we'll either scratch it off or reach for the household tweezers. Now this is precisely the worst thing you can do. As you remove the tick, you squeeze it and all its contents go straight into your bloodstream."
Dr Jonica Newby
"You should go to the chemist and buy a spray containing ether. So something like Wart Off, or Medi Freeze Skin Tag Remover. Place the nozzle conveniently over the tick and spray. Feels cold - freeze the tick, and wait about ten minutes for the tick to die. Once it's dead, you can just brush it off."
Freeze it, Don't Squeeze it
Tick bites pose a serious health risk with Lyme disease, anaphylaxis and MMA. But Dr Andrew Ratchford had this to say
"If you squeeze the tick, that causes the allergen to enter the bloodstream, which causes the anaphylactic reaction. If you remove the tick correctly without squeezing it then you don't have those problems."
I did this research after being bitten by a tick and finding this page. I used tweezers to remove the tick and now months later it's still red, swollen and itchy.
These quotes are taken from a TV Program on aired on the ABC. Video and transcript are available here.