Try our new info resource - "Aladdin's Cave" (Main menu)Just added a separate link to Ash's Dropbox thread (shortcut)
Pipe wrench often works. Building up with weld and gripping with mole grips is a good backup method, if drilling out as last resort do a few practice runs on scrap. Nothing beats the smug feeling of removing the thread from a drilled out broken bolt or stud like it's a helicoil