Heat to the rescue
Heat, oil and tapping will unstick most nuts and bolts in metal. Apply only enough heat to cause expansion in the entire bolt—about a minute or so for the average-size bolt. When the bolt is cool enough to touch, squirt penetrating oil (it comes in a spray can or squirt bottle) on and around it—and the nut if it's accessible. Be careful, that stuff is flammable. Tap the end of the bolt a half dozen times with a hammer to help loosen the threads and allow the oil to penetrate. Wait another minute or so for the oil to work, and then use your wrench.
Get a grip on rounded bolt heads
When a bolt head has become so rounded that a wrench won't get a bite, use a locking pliers. Get a tight grip: You may have only two or three chances before the head gets so rounded that even this won't work. Use penetrating oil, heat and tapping if it slips after your first try.
Adjustable wrench technique for stuck fasteners
An adjustable wrench isn't the ideal tool for loosening stuck fasteners because it can round over the head, making matters worse. But if an adjustable wrench is your only option, here's your best shot at preserving the shoulders on the nut or bolt head: Slide on the wrench all the way, so there's full contact at the back of the jaws. Then tighten the wrench thumbscrew so there's no play at all in the jaws. Always turn the wrench handle toward the lower jaw, never away from it.
Two ways to remove fasteners that have mangled slots
When the slot on a fastener is too damaged to insert the tip of a screwdriver, file down the sides so you can turn it with a wrench, or cut a new slot in the head with a hacksaw.
Cut off a fastener's head
When there's no other solution—when heat, penetrating oil and wrenches have all failed—cut off bolt heads or nuts with a hacksaw, reciprocating saw or a cold chisel. Some smaller fasteners, especially rivets and flathead bolts, may be easier to drill out than to cut.
Turn a sticking screw
A wrench on a screwdriver blade will help beat that big screw that won't budge. First select the largest screwdriver that'll fit, and tap the butt of the screwdriver handle with a hammer to loosen the thread bond. Lean your weight onto the screwdriver to keep it in the slot as you turn it with the wrench. Careful—too much torque will bend the screwdriver tip.
Use a Cheater Bar (and the Right Socket)
Be a cheater by slipping a short length of pipe—a cheater bar—over the end of your tool handle. The extra length gives you major-league leverage. Be careful, though, not to use so much force that you break the tool or break the head off the shank of the bolt.
And since we're talking about force, a word here about sockets: You'll find that six-point sockets get a better grip on hex nuts and bolts than garden variety 12-point sockets, which are designed to fit both hex and square fasteners.
The cheater bar technique can exceed the design strength of the tool, cause it to break and void the tool warranty, wear eye protection.
How to split a nut
A nut splitter will crack any no-go nut without damaging the threads of the bolt or stem that it's screwed onto. Just slip the ring over the nut and turn the tooth into the nut until it breaks. Find it at Sears and other tool stores.
Use a screw extractor
A screw extractor could save your day. It will grab just about any threaded fastener and remove it—even if the head has snapped off. It usually comes with a hardened drill bit to drill a hole in the center of your stubborn screw or bolt. Then you turn the extractor counterclockwise into the hole. Because of its tapered shape and left hand thread, the extractor will jam in the hole and then begin to turn out the screw. It's available at hardware stores and home centers.
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Use an impact driver
An impact driver works with a bladed or Phillips head screwdriver bit, or a socket head. Striking the tool does three things at once: The blow loosens the thread bond; the downward force keeps the tool in the slot; and the head of the tool turns 20 degrees in the loosening direction. Make sure the screw slot is clean and free of debris. Find it at Sears and home centers.