First off, I'm very careful about not over tightening them in the first place, and second is I clean the choke and barrel threads after each shooting session, and then I always remember to put a light coat of oil on the choke tube.
As for removing one that already stuck, I had a buddy with one stuck in his 20 ga. Citori. We oiled things down real well, then we stuffed crushed ice in the barrel end, and then applied heat from a hair dryer to the outside, it came right out. But the problem appeared to be primarily caused by dirty threads, more so than being over tightened.
GS