I was reading some research article not long ago which suggests that it doesn't really matter how you get the stinger out, just that you get it out as fast as possible. They demonstrated that the time the stinger is left in correlates well with the amount of venom pumped into the skin, while there was no appreciable difference between pinching vs scraping the stinger out.

I've seen the article in various places on the Internet, but here is one link.