If you've got a bunch of small stubborn splinters that are evading your attempts with the tweezer, the Parent Hacks blog offers an alternative solution:
Next time your little ones have splinters in their hands or feet, try this: Let them soak well in the bathtub, then use a pumice stone (like you would for rough heels or elbows) to rub over the splinters in a circular motion before they dry off. They can even do it themselves. It seems to work for those playground / deckrail splinters pretty well.
If you find yourself short on pumice stones but flush with glue, try out the the glue based splinter removal tip from our previous post, five secret Japanese tricks to make life better.