Perceived wisdom has it that if you're unable to undo a component (or in my case, start driving a link out of a new chain) then you need to increase the amount of leverage*.
There is another way which requires no additional tools and can handily be applied very quickly, making it suitable for roadside repairs, working in restricted spaces etc.
When you find yourself requiring more force than you are currently able to bring to bear on the part, just make sure you have a gobby child nearby who is suddenly able to insult you, the bigger the insult the more force will immediately be applied to said stuck component.
The only two things to beware of are:
1. The child has to position him/herself out of your reach so that you don't reach out and belt them instead of freeing stuck parts.
2. Make sure the Vicar isn't within earshot**
* That's leverage as in "weaver", not leverage as in "Everidge"
** Although his wife is alright as she can get a bit foul mouthed in the heat of passion. Alledgedly.