Pop em, poke a small hole in it with a knife or pin and drain it as much as possible. Near painless and the only issue I have when I do that is the skin peels away for a few days, plus no scar of any sort.
If it's anywhere other than your feet I would cover it & leave it alone. But unless you are one of the beautiful people & can have everything done for you a blister on the foot should be lanced. Take a needle & sterilize it. Sterilize the blister. Puncture the raised skin on the side near the edge of the blister where it is least likely to become torn. Press out the fluid using a tissue to cover. Sterilize once more then cover w/ a bandage.