I've discovered a few ticks stuck to my legs over the years, but they've been pretty rare (one per year at most) and always tiny (millimetre or less). I've only ever discovered them after a hot bath, and not necessarily soon after having caught them. By the time I find them they must have been well and truly dead (I like my baths HOT). To remove them I scrape a fingernail hard and deep past them to gouge/lever them out (imagine the satisfaction of removing a spot). That method's always worked for me.