Salting or burning them can cause them to regurgitate while still attached, which can introduce weird pathogens into your bloodstream. Pulling at them can rip their teeth off and leave them embedded in your skin. The best way to remove them is to scrape sideways at their mouthparts, using your nail or credit card or something like a spatula to pry them off.
Salting leeches kills them by drying them up, like with slugs, and will remove them but with the aforementioned hazard. You can get all kinds of nasty infections from leech vomit.
If you can stand it, you can always just leave them on until they let go on their own. They drop off once they get full of blood, and they’re pretty much harmless. I did calculate once that about 110 leeches could drink enough of your blood to kill you, but you should be fine leaving leeches on ‘till they drop off if you have fewer than that. Most people can’t put up with that for too long, though, it’s freaky.