Another good way to remove pins is to reach in through the soundhole and push them up from the bottom with a finger. If they're in so tight that it hurts your finger, use a small coin on the pad of your finger. Works like a charm.

I never use pin-pullers or pliers, I pull them out with my fingers and, if they're tight, I use the above method. It's important never to push the pins down hard in the hole when stringing up, all they need is a very gentle finger pressure.

Another trick is to slacken the string right off, remove it from the tuner post, and push the string down into the hole. This moves the winding on the ball-end down past the pin, and relieves the pressure on the pin.