I'm a convert from the lasso to the pen tool. I think the pen tool is one of those things that always seems a bit intimidatingly complex if you're self taught. Here's the last thing
I did with the lasso tool, just look how jagged and pointy the corners are. Then look at this
, one of my vector works since I switched over to the pen tool. Everything's a lot smoother, and the feather option you get when finalising a selection can help smoothen the transition from your object to the background to give you a good shape when you're cutting out.
(They're both in their original resolutions btw, so don't think the second was all jaggy but then I resized it to get rid of them, which is how I handled the first one