Probably the zest will give the best flavour. Freshly microplaned and added at the end of cooking a dish is the simplest way. The pith on the peel doesn't add much flavour and can be bitter (although - see below how to use whole fruit). You can use use the zest in thin peelings as well (use a Y shaped speed peeler). Maybe that is what you meant.
There are ways of using whole citrus fruits peel, pith and all in dishes. Basically you steam or boil the whole fruit, chop up (de-seed) and blitz to a purée. Hemulen recently posted recipes using this technique in cakes and somewhere I've savoury recipes here on the forum which use that technique.
I've used dried orange/tangerine peel (including pith) to flavour teas. I dry out the peel and add it to loose tea leaves in a tin. I've also used the dried peel in beef stews.