My profession has made me somewhat of an expert on splinters. Different ways to possibly get them, how to avoid them, how to remove them, and if I wasn't initially sure of what kind of wood the the splinter was, I could often tell by the type of pain it caused and/or the characteristics they display when I remove them.
Here are the primary tools I use for their removal
Often the splinter can be easily removed immediately. It is particularly encouraging when a large part of it is still exposed. Fingers or teeth are often all that is necessary. I find the Splinter Out (bottom tool in picture) especially helpful for digging around and lifting them out. A good pair of tweezers often are handy and necessary. It is important that they are pointy and have a good grip because sometimes you have to plunge it pretty deep into the wound to get a hold of it and often they require a quite a bit of pull to get them out.
A #15 scalpel ( the curved one) is useful for trimming back extra skin to see what you're doing and the #11 can be used for serious plunging. Sometimes my efforts are thwarted by excessive blood and I have to give it a rest and come back later.
Splinter stories are usually not too exciting but I guess my favorite one was about 15 years ago when I was joisting a second floor addition on a house. I must have brushed my arm against a ragged piece of wood because when my crew and I were on a break, one of the guys noticed something in my arm. When I looked I realized a splinter of wood had gone through the skin on my arm just above the elbow. About 3 inches had gone all the way through and about 6 inches were sticking out the back side. It had barely gone deep enough to bleed but enough to stick securely in place. No tools required to remove it.
Metal slivers are generally more painful, given the same dimensions. Hands and feet are the most painful place to get splinters, at least that I've experienced. When all else fails, most splinters will eventually build up a pus pocket around them and can be squeezed out like a pimple. I only know of one splinter that never came out. It is almost ten years old now and I can still feel it in my left pinkie finger.
A tip for avoiding splinters: Get a good grip when handling wood. It is almost always the sliding across the wood surface that causes the problem.