If you have ever had the misfortune to break a stud or the fortune to need some new ones due to adding some new rims, you probably already know a hammer is the easiest way to remove them. You also know that you wondered if it was safe while whacking away. And, I am sure in most cases it is, but I am also sure you do not want to be the one where it is not. With that in mind you can opt for the wheel stud service kit if money is no object or you have to do a thousand to do. The advantage is that it comes with the puller components. I have added an amazon link below.
Go with a ball joint puller. This is generally a lot cheaper than the previous alternative, with the basic one, that I have used, going for $20 and being available locally at Harbor Freight.