Yesterday I bought a new cassette for the road bike but for the life of me I could not get the old one off. The lockring & outer gears came off but then the rest of the cassette was stuck VERY firmly to the freehub.
Merlin (who I bought the cassette from) are just round the corner so I popped in and the kind mechanic sorted it for me for free.
The technique for future reference is two chain whips one in either direction, one on the smallest stuck gear - give them a jiggle and hey presto. repeat for next stuck gear.
The cause - a lightwieght free hub body. - the cogs have pressed in to it and left little indentations - cauising cassette gears to get stuck.
grease would not help
Always useful to hear of places offering good service, and cheers for the cassette removal tip.
you can also just thread the lock nut back into the freewheel, nip against the freewheel and use the chain whip on the cassette to work against the lock nut & wrench.
In the battle of steel cassette vs alloy freewheel there is only one loser. Buy a cassette with an alloy carrier next time.