I work at a tire store and we have this problem all the time. There are a few tricks we use. WD-40 is one of them, although not very often. The first thing we try is a heavy blow from a balled up hand to the tire. Often times this does the trick. If this doesn't work, we use a rubber mallet around the edge of the rim. If that doesn't work, we'll use a dead blow hammer on the backside of the rim. If that doesn't work, we have a 2.5lb sledge with a short handle that we use on the backside of the rim. Not too many wheels will stay stuck when using the sledge. Be careful with this though, as you can damage the rim if you hit it too hard. If by chance the sledge won't take it off, we have a 10 ft. steel pipe that we can usually wedge between the wheel and some part of the car. That will get all but the very toughest wheels off. The very toughest wheels get a combo of WD-40, 10 ft. pipe, and the sledge, all at the same time.
Hopefully some of that will help. Granted, it's a bit easier for us because we have lifts that makes access to the backside of the rim easier.
Also, as was said before, some anti-seize around the hub will help prevent this next time. The anti-seize from Advance AP (and probably other parts stores) that comes in a white bottle with a brown label, about the size of a soda can, seems to work well. It runs about $4 a bottle. It's also worthwhile to put a touch of this in your lug nuts. It will help them to go on, as well as keep them from getting SO tight in the future.
Good luck!
