Short answer: Warm one corner with a hairdryer on low for a few seconds, lift it with a fingernail, then peel slowly and keep the skin close to the phone as you pull, along the body rather than upwards. A good vinyl skin comes off in one piece without residue.
Step by step
1. Switch the phone off and take off any case.
2. Warm one corner with a hairdryer on low for a few seconds. Warm, not hot: you should be able to hold the phone comfortably.
3. Lift the corner with a fingernail.
4. Peel slowly at a shallow angle, pulling along the phone rather than straight up. Warm the next part if it starts to resist.
5. Wipe the back with an alcohol wipe before you apply a new skin.
If a little adhesive is left
This is rare with a fresh skin, but it can happen with very old ones. Wipe the area with an alcohol wipe or a soft cloth with a little rubbing alcohol. Don't scrape the phone with anything sharp.
Quick questions
Can I reuse a skin after removing it?
Usually not. Vinyl stretches slightly as it comes off, so it won't sit as neatly the second time.
How often can I change skins?
As often as you like. Each skin peels off cleanly, so you can switch designs whenever you want.