while I dont have any experience with filters being stuck, as a do it yourself mechanic I always use liquid wrench. It like WD-40 made with oils that wont damage plastics or anything like that.
I've also heard of attaching a UV filter to the stuck filter tightly and then when you loosen the UV the stuck filter comes with it. I cant comment on that. You could always go at it the tough way with the blade of a hack saw. use it (hand held, dont use the handle of the saw) to cut enough of the filter ring off so that you can pry it the rest of the way off with your fingernail or a screwdriver and linen. for the screw driver you cover the head in a thin cloth to keep the metal from contacting (scratching) whatever you are prying from.
Not sure how much use these ideas will be for on camera work, but for cars it works wonders.