Step 2: Paring knife
I start by cutting off the top and bottom of the fruit so that I can see where the skin ends and the pith begins.
Place your knife right at the edge of the skin and guide it down and around the curve of the lemon. The amount of pith left on mine is really the most you'll ever want to have, any more than that and it can effect the taste of your zest!
Big strips look the best, but you can always slice off the skin in smaller pieces if it helps you get less pith. Depending on what you're using the zest for, you can leave the zest in big strips, julienne it, or chop it finely.