I had to replace a stud I broke at Badlands torquing down the lug nuts. Got a good laugh out of my buddy when I went flying backwards.
But anyways, a new stud at Advance cost me I think $1.71. Three hits with a regular claw hammer (16 oz?) knocked the old one out, and I used a lug nut to pull the new one in. No need to remove the hub.
I still removed the hub afterwards, though, to take the dust shield off. I kept getting gravel stuck behind it up against the rotor.