I use a fillet knife and a whole lot of patience. I try to find a corner that is loose as an easy starting point and grab it with a paper towel, pull back lightly and use a bunch of small cuts to slowly work the skin off of the fat layer.
I recently haven't found enough patience enough to do it, so I've been curing and smoking them skin on...they are easy to remove after smoking. They are even easy to remove (similar to tearing the membrane off of a rack of ribs) if they've fully cooled after smoking.
22" WSM, Brinkman Smoke N' Pit "He Hate Me" & Various UDS Parts