Common advice is to let your body heal a pimple on its own without popping. But in the real world, it's not great for your social life to go around with a bulging white zit for the world to see. Plus, when done properly, popping a pimple can be beneficial to the healing process. Reserve this technique only for pimples that are ready to be popped—all the way at the surface and white/yellow. After a shower is best, when the skin is supple, but popping can be successfully performed with dry skin as well.
It is very important to leave deep, painful lesions (cysts and nodules) untouched. Do not attempt to pop them. Instead, a effective option for these types of lesions is to see a dermatologist who can administer a cortisone injection which will bring down swelling and potentially reduce or eliminate scarring. Often dermatologists will accept a quick "emergency" appointment for such matters.
Tip Glycolic acid may help prevent a spot from fully developing.