There are special tools (can't recall what the name of the tool is), but I've always used a small screwdriver with a gentle rap of the palm to break them free. Never damaged any of them, yet (knock on wood).
Last time I changed the headlight switch, I used a pair of wire strippers (the kind with the wire-cutting part on the very end). I put a rag over the bezel to keep the chrome from getting scratched. I don't know what was worse: that thing or trying to take off the antenna base on the fender without totally destroying it. o[