I used to use the bench vise approach, but then I scored this box of parts at the flea market and a light bulb went on in my head just before I tossed the monkey wrench into my "tools I'll never use drawer"


It also gave me an excuse to use the media blaster and try the boiled linseed oil treatment on the bare steel:



It works great (also on headsets) and I've never needed any more leverage than the handle provides to break a fixed cup loose. In the cases where the fixed cup has low profile flats (such as on the style of cups that are used on Raleigh Sports and similar,) I use my makeshift headset press to keep the wrench from slipping:



And while we're on the topic of improvised tools, I found a nice set of channel-lock pliers while riding and ground down the teeth to make a set of lockring pliers:





More importantly, they make opening a Sturmey Archer AW a piece of cake: