The aluminum wheels corrode and stick it to the hub. I hammered mine off, cleaned up with sandpaper, then applied anti-seize compound to the wheel where it contacts the hub. No problems since then, but I carry a 5 pound sledge in the toolbox just in case. I've been told you can put the lug nuts back on by hand, leaving them a little loose, then drive forward a few feet and stomp on the brakes. Then try it in reverse. It may take a couple of tries to break it free, but it sounds easier than hammer on the tire or wheel. I hammered on the tires only, managed to avoid getting a headache.
Worse case, let the air out of tire and call roadside assistance (Good Sam, AAA) - have them replace the tire with your spare. When they're done, tell them thank you, air up the tire, and put the spare back under the truck...