I always try to thread them off or at least loosen them up with the hub still spoked in the wheel. I put on a thick pair of work gloves and grip the sprocket with a good pair of 5" genuine Channelock pliers and I've learned the hard way by many busted knuckles not to trust off-brand pliers as they tend to slip. That's usually all it takes to get most of them to thread off. For the ones that are stubborn, I heat up just the outboard side of the sprocket lightly with a propane torch. I apply heat until the sprocket usually makes a slight pop sound and that is the expansion of the sprocket away from the drive screw. Unless it is cross threaded on there, that will usually get most of the bad rusted ones off. I've never damaged a sprocket by doing it that way. Thanks!!!