These dogs' medium-length, hard, double-layered coats aren't especially hard to manage, so Lakeland Terrier grooming is for the most part a relatively easy task. Lakelands will need brushing once or twice per week and baths only occasionally. Depending on your preferred hairstyle (and whether or not the dog competes in shows), a Lakeland will need a haircut every 3-4 months; many owners, particularly those who show their dogs, choose to instead have their Lakeland's coat stripped every few months.
In regards to brushing: these dogs shed moderately (and much less so if their coats are stripped), but their coats do mat/tangle some. Brushing a Lakeland every few days minimizes both shedding and matting. A slicker brush is best for this breed, and a medium-toothed comb for getting at mats will come in handy as well. Brush the dog using the standard line brushing technique, and work through any stubborn mats with the comb. If you're following the brushing with a bath, use canine shampoo (available at pet stores); towel-dry the coat, then give it another quick brush-through to make the dog look clean and neat.
Debate continues over whether Lakelands should be clipped or stripped. Some say that clipping the coat makes it too soft and prone to matting--but others argue that stripping (a process by which the dead hairs are removed either by hand or with a knife, thereby allowing new hairs to grow in) is too time-consuming and is uncomfortable for the dog. (Practically all Lakeland Terrier show dogs, though, have their coats stripped.) Either way, your Lakeland will need clipping/stripping several times per year. Both clipping and stripping can be done at home, but it's a good idea to have it done at least once by a professional groomer; the groomer can show you how to properly clip or strip the dog, and provide tips on how to groom a Lakeland Terrier in general.