Beat the socket on ALL the way with a hammer. Use a breaker bar and a cheater pipe and try again. If you can't get it you can drill it out. Heat isn't as effective because it is a taper thread. Welding a nut on is possible and can work if you have access to a welder. You can't really heat it up enough because you do still have oil inside. If you get a new plug try to get a magnetic one. Use teflon tape so this doesn't happen again.