Let user change posts per page

How can I allow a user to have the option of choosing the number of posts to display per page? I’d like to have it similar to how it’s done on this site: 15, 30, 50 per page (see the bottom of the page to the right of the pagination).

This is may not be the best solution, but it works. Following code needs to be added in functions.php.

add_filter('query_vars', 'parameter_queryvars' ); // Let WP accept the query argument we will use
function parameter_queryvars( $qvars )
{
    $qvars[] = 'posts_per_page';
    return $qvars;
}
add_action( 'pre_get_posts', 'change_post_per_page' ); // Filter posts based on passed query variable if set
function change_post_per_page( $query ) {
    global $wp_query;
    if ( !empty($wp_query->query['posts_per_page']) && is_numeric($wp_query->query['posts_per_page'])) {
        $query->set( 'posts_per_page', $wp_query->query['posts_per_page'] );
    }
}

To print the paging, (may require changes as per your scenario)

<div class="paging-per-post">
        <a href="http://<?php echo $_SERVER["HTTP_HOST"] . array_shift(explode('?',$_SERVER["REQUEST_URI"])) ?>?posts_per_page=15">15</a>
        <a href="http://<?php echo $_SERVER["HTTP_HOST"] . array_shift(explode('?',$_SERVER["REQUEST_URI"])) ?>?posts_per_page=30">30</a>
        <a href="http://<?php echo $_SERVER["HTTP_HOST"] . array_shift(explode('?',$_SERVER["REQUEST_URI"])) ?>?posts_per_page=50">50</a>
</div>