As somebody said, be prepared to replace the upper radiator hose, the thermostat housing, and the clamps, as well as some coolant. The new thermostat should come with a new o-ring.
(Observe how the old set-up installs - thermostat, then housing. The o-ring goes into the groove in the housing. Touch up the hole in the lower intake manifold with a clean rag, and use plenty of Vaseline on the o-ring and manifold before the re-install. Be patient and above all, don't cut the new o-ring.)
You can trying spraying WD-40 around where the housing installs to the lower intake manifold, to see if that will help. Wiggle the housing around as best as you can and spray away.
I've been know to clamp a vice grips onto the old housing, since it's crap anyway, and is headed for the trash.
Wiggling it in circles, spraying it, and speaking in foreign tongues while standing on one's head certainly helps. Oh, and primal screams. And rebel yells.
Like the fellow said, don't break your arm, fall on your ass or trash your car when it does finally come loose.