I bought the cheap nashbar threaded headset, punched off the cups and races with a long piece of all-thread rod (gently, but it didn't really matter because I was throwing away the old hs) or a punch. I don't think I'd ever do it with flimsy aluminum cups.
Holy crap, I did the exact same thing 2 weeks ago: I used a 1/2" threaded rod (the same one that I was going to use as a component in a homemade press) as the punch.
Anyway, the secret is to simply tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap ... slowly but surely, it'll come out no problem.
A neat trick I learned for tapping a new crown race in place: Use the OLD crown race as an in-between layer, so that while you're directly tapping on the old race, it is in turn using it's matching rounded edge to push down the ring beneath it. The tight fit on the steering shaft prevents the old race from angling too harshly, making sure that the point of impact is fairly wide. Still, as above, tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap tap, slowly but surely.