I do it the traumatic way at the shop
Nah, what I usually do is take the brakes off, put PB Blaster at the base of the stud, then use an air hammer or regular hammer to knock the stud out, rotate the hub until it drops. I also use PB blaster on the new stud before I put it in. I have a axle nut from some car that slips over the threads of the new stud without touching them, and a large washer that does the same. I put those on the business end of the stud, put a lug on the stud, and use an impact to pull the stud through. You can use a normal breaker bar/4-way, but you'd have to hold the hub still with a prybar. This ensures that the stud is pulled all the way through, so you won't have it getting loose when you're cruising down the highway.
Also, as a general rule I
never use any grease or lubricant on the stud. if it's on there from Wal-Mart or something, I take a wire brush to it. The grease traps any tiny metal shavings that come off the stud and lugs from normal use, and the new concoction works as a liquid sandpaper to wear the stud down the rest of the way.
Any way you end up doing it, good luck! and make sure the new stud is exactly the same size as the old one before you try to pull it through