This article is from the Recreational Figure Skating FAQ, by Karen Bryden with numerous contributions by others.
Getting your skates laced properly will enhance your balance and
control and make your skates more comfortable. First, loosen the laces
completely and position your foot when lacing - don't just step in the
skate and lace it up, but set your heel firmly in the rear when
tightening the eyelet area up.
Second, you don't have to lace all areas equally tightly. Put in
overhand twists (like the first step of tying the bow) at strategic
places to keep the laces from "evening out". Remove the slack through
the first 3 or 4 holes but don't tighten too much or you'll stop your
circulation. Tie a twist (optional), then lace tightly for the rest of
the holes to hold your ankle firm. At the top of the holes tie a
double twist, and cross-lace the hooks (that is, lace them so they are
crossed at the hooks). For the last two hooks, lace fairly loosely so
you can bend your ankle.
When breaking in new skates, you can leave the top hooks unlaced and
skip the top hole to make them more comfortable and start a crease in
the leather at the ankle.