Pagination is an in-built feature of WordPress, but the default functionality only includes a way to access the next post or the previous post. A blog can have hundreds or thousands of posts, so this functionality might turn out to be a bit limited for such power users. A better technique would be to have numbering at the bottom of the post, whereby you would be able to skip easily to other posts, similar to the Google search page results screen.
The best pagination plugins for WordPress are WP PageNavi and WP Paginate.
WP PageNavi
WP PageNavi is the most well-known WordPress pagination plugin, it is frequently updated to keep in sync with new WordPress updates and for new features to be added. It creates a numbered display at the end of each post showing quick links to the other pages, and can also be fully customised as regards to styling. You also have a number of options you can easily set, such as changing the number of pages to show.
In case you have problems getting PageNavi to work with custom loops, check out this post.
PageNavi settings screen
WP-Paginate
WP-Paginate is a simple and flexible pagination plugin which provides users with better navigation on your WordPress site.
In addition to increasing the user experience for your visitors, it has also been widely reported that pagination increases the SEO of your site by providing more links to your content.
WP Paginate settings screen
Starting in version 1.1, WP-Paginate can also be used to paginate post comments!
Manual Pagination
You can also add pagination without the use of a plugin. Here are two ways you can do so:
http://sltaylor.co.uk/blog/better-wordpress-pagination/
http://wpengineer.com/2078/custom-pagination-without-wordpress-plugins/
If you will be using pagination in all your themes, it is of course probably better to use a manual method, thereby reducing the need for an extra plugin. This is especially true if you will release the theme publicly, it is better to have everything enclosed within the theme without requiring the user to install a couple of plugins together with the theme.
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