Sometimes, when my gecko sheds, not all of the skin comes off and I find flaky white patches left behind. I know you shouldn't pull at them to help them come off, so what should you do instead?
What to do right now
Firstly, gecko shedding doesn't happen all at once. It happens over about 24 hours. So if there's still some skin present the next day, don't worry about it - that's normal.
If a few days have gone by and you can still see some patches of old skin, it might be time to step in. If a patch of old skin is left on the toe (toes are often a problem area) and not shed, it can lead to lack of circulation as the gecko grows, which will mean the toe will eventually drop off.
There are a few things you can try to help soften the skin.
A luxurious bath. See this great description of bathing a bearded dragon to help it shed from Matt S. The same method can be followed for a leopard gecko.
A decadent sauna. A similar principle. Line a small container with warm, wet paper towels, put the gecko in and put the lid on. (Geckos feel safe in small spaces, so if she's used to you handling her and you put her in gently it should be fine.) Let her sit in there for about 30 minutes then gently rub the dead skin and it should come off. If it doesn't, put her back in for another 30 minutes and try again.
Here is a site describing the sauna method, with pictures and a video.
A sensuous massage. This method is best combined with one of the two above. Use a moistened cotton bud to gently rub the dead skin. If it's around a toe, rub in and around all the toes until the skin loosens.
If none of these work, don't force it. Maybe the skin isn't quite ready. Wait a few days and try again. If you keep having trouble, you may have to get help from a vet.
What to do long term
If your gecko often has trouble shedding, this could be a sign of poor humidity in the terrarium. Make sure your moist hide is moist enough. If the gecko spends most of her time in the hot end of the terrarium and the moist hide is at the cool end - or the other way round - try moving it to make sure she actually uses the hide. You could also try misting the terrarium when your gecko's about to shed, to temporarily increase the humidity. (Don't do this at feeding time as excess humidity will kill most insects.)
Geckos also need something to rub against to loosen the skin and help it come off. In the wild it would probably be a big rock. If your terrarium doesn't have anything like this (all your hides etc. are very smooth) consider getting something.
Finally, some geckos just seem to have more difficulty shedding than others! If you've done all the above and it still happens every shedding time, don't worry about it, just help your gecko out when the time comes.