[bobH]

At the risk of sounding like 'sour-grapes'... I broke my snap-on stud remover, twice, working on the same block. Snap-On was 'good' about it, they replaced the parts twice. JMO, but I prefer the heat process described above, then I like an ordinary pipe wrench, if I don't intend to use the same studs again.
Whatever I do, I take great pains to NOT break the studs.
To elaborate a little on what straightpipes posted, I was taught by a guy that works on REALLY old stuff - horseless carriage's - that if you heat it up (a lot), then 'shock' it cold (wet rag - or, just dump water), and repeat the cycle a few times, then the offending fastener will often come out real easily, sometimes without any tools.