Soak the lug nut with a penetrating oil. This is particularly effective if you are under no time constraints. Allow the oil to seep into the nut for as long as possible. Remove the lug nut with a lug wrench.
Use a different wrench. Many lug wrenches are shaped like an "L.'' Try using a four-way lug wrench, which provides a lot more leverage, or torque. Apply pressure to the left side of the four-way wrench with your foot, and pull up on the right side.
Remove the lug nut with an air gun.
Heat the lug nut with a propane torch. Heat only the nut. Don't heat parts around the nut because this can cause structural damage or weakening to other parts of the wheel. Loosen the nut with a lug nut wrench or air gun.
Break the lug nut with a nut splitter. A nut splitter splits a nut in half when it is attached to the nut and tightened. A split nut will fall apart.
Burn through the entire nut with a torch when all else fails. This method should only be used as a last resort because it will be easy to damage the wheel stud.
Place a socket over the nut.
Hammer the socket onto the nut with a rubber mallet.
Place a power bar into the socket.
Remove the nut by turning the power bar.
Place Vice-Grip locking pliers on the lug nut.
Hammer the Vice-Grips in the direction that removes the nut.
Remove the lug nut with a lug wrench if the Vice-Grip pliers have only loosened it.