I fight them too! Today I broke one off while changing a flat out on the road. Got to patch my old tube and do the whole tire change over again. Not exactly my idea of fun. I have bloody fingers from the ordeal.

My LBS guys told me to spit on (or in) the pump valve thingie to get a better seal. This may sound gross, but it works for me. I seem to get the air into the valves much easier if I "moisten" the pump first.

Also, I figured out a trick with my frame pump today (this was after breaking the first valve stem off). I layed my wheel in the grass and found a rock to put under the pump so it was parallel with the level of the valve. Then I was able to pump up and down without the valve getting twisted or bent because the pump stayed in one place. This probably doesn't make sense. I'd have to draw a picture.