I would be cautious about picking or pricking any boil. Most instruments that you would use in your home are not sterile, no matter how much cleaning or heating you do to the instruments. Furthermore, sticking a pin in a boil will just drive the bacteria further down in to the hair follicle and cause a wide spread systemic infection that could be worse than the boil itself.
The best thing to do for a boil is to use topical heat, topical broad spectrum antibiotic ointments, the turmeric paste works well, and mixing Epsom Salts in warm water and soaking a gauze pad that you apply to the boil several times a day. Keep the boil covered with a band aid, and eventually it will resolve itself with minimal scarring. These pesky little things take about 10-14 days to run their course and completely heal.
I am a nurse and I caught the bacteria that causes boils probably in a nursing home that I worked in and I think I picked it up from the telephone at the nurses desk that never gets sanitized (also the most used piece of equipment) I break out on my face with them, so I wouldn't recommend picking or pricking a pimple or a boil
I was also reading a Western Civilization text book and it mentioned King Hezekiah of ancient Judah. So I incientally got my Bible out to verify the account in the history book, and as I was reading the Bible, there was an account of King Hezekiah having a painful boil, he was sick almost "unto death" and the priests applied a "fig" to the boil and the Bible says that Hezekiah was cured. So I am, today, looking up the fig/boil connection. Has anyone else heard anything regarding this natural remedy for boils?