In my thinking, it's more like always twist while you pull. The pull is secondary and comes after it's loosened by the twist. Don't even think about "pulling" if it's really seized up, all you're doing it twisting. Also, it may seem obvious but wrapping your entire hand around the joint, so that all 360 degrees of it are being torqued by your hand, is really helpful, rather than just grabbing it with three or four finger.
I also agree with Cleanfiend, if your joint has visible water in it then there's no harm in gently heating it from the outside with a jet lighter until it cooks off.