I don't have a vice or a long piece of pipe so I get my 12" crescent wrench secured onto the tool, get a good hold of the wheel, and whack the handle of the wrench with a heavy hammer. Not the ideal technique since the act of whacking the wrench usually causes it to disengage from the tool, but each whack moves the freewheel enough that after two or three, the thing frees up and off it comes.
Try my brace the wheel in a corner and lean method. You'll be surprised at how effective it is, even without banging. Just don't bang your head when it lets go.