I have a lemon hefeweizen recipe that is a staple summer beer that I brew. There are many things that lemon will do to your beer, and all should be considered when adding some.
I've been brewing this recipe for the better part of 12 years. I've put whole lemons in, squeezed them, and just added lemon concentrate (plastic yellow lemon things you get at the supermarket).
The peel and the rind should be discarded and not used. In many cases store-bought lemons have a wax covering and are dyed yellow. Neither of these things are unhealthy but the wax and oils from the peel will kill head retention, even in a wheat. One batch I made had no head whatsoever. It was carbonated but the head dissipated like a soft drink.
The rind is bitter and will contribute a unique bitter taste to the beer. Not a pleasant hop bitterness but a lemon rind bitterness. It'll be subtle depending on the amount of lemons used, but it'll be there.
It's also important to note when the lemons are being added to the beer. They can be added at the end of the boil to steep or at some point during fermentation. Adding them at the last 5 minutes of the boil somewhat subdues the lemon flavor and seems to integrate it better with the beer, but adding lemons in the primary or secondary gives it a more bold and pronounced lemon flavor.
And of course there's the amount of lemons added to the beer. Do you want a soft, subtle lemon flavor that shows up in the middle of the beer like a "C" hop and then fade with the rest of the beer taste, or do you want a bold, in-your-face lemon flavor that dominates from the aroma through to the finish that leaves you feeling like you just plopped a lemon drop into your mouth?
I took my hefeweizen based and added some slightly darker grains (Carmel 60) and usually squeeze 9 fresh lemons into the last 5-min of the boil. The darker grains sweeten and subdue the phenols and esters from the yeast allowing the lemon to blend more equally with those flavors. The resulting flavor is a unique iced-tea-like, and the alcohol is low. It's my "lawnmower beer", and it's one of my wife's favorites. It's by no means perfect, but it's a complex but nicely balanced summertime beer.