Getting a stuck spark plug out

Buy a can of good quality penetrating fluid (not WD-40, which is designed as a lubricant). Spray plenty of it into the plug recess, and leave overnight. Repeat this two or three times.

Using a proper spark plug spanner (with the little rubber insert to grip the plug properly), try to rock the plug back and forth, tightening then loosening. Eventually, with a bit of luck, you'll get it to move slightly. Once it is moving, carefully work it out, continuing to work it back and forth - as it sticks, tighten it a bit then try again. You may find further applications of penetrating fluid help.

If you're lucky, you'll get it out without breaking it or damaging the threads on the cylinder head - if you do damage them, you should be able to get it helicoiled (effectively inserting a new thread) in order to fit the new plugs.

If penetrating fluid, time and rocking (as described by Nick C) do not work, you may need to take it to a mechanic who can heat up the plug (usually with a torch) to get it out. With all of the plastics in a modern engine, you don't want to do this yourself as it can be tricky to keep for doing more damage than you are fixing. Good luck!