Some great advice here. Replaced my VSS yesterday and glad I used some of this advice. Definately the best way to go is lubricate well before attempting to remove anything. The only advice not already mentioned is to remove the metal pin (which does protrude much to get grip with mole grips) I snapped off part of the plastic on the sensor which the pin goes through before it enters the gearbox casing. This will then expose more of the pin to grab with your grips. You'll be lucky to just pull the pin out without any leverage so grip the pin with your grips horizontal so you get small gap between the jaws when clamped tight. Then from underneath the car, drop a long strong screwdriver down through the gap in the jaws from above the grips so screwdriver is upright. There is a flat section on the gearbox casing that you can lever against to lever the pin out. Then grip the sensor in the same position and turn back and forth for 5 mins and get some lubrication on there. Finally, I used the end of a small crow bar to tap up from underneath near the jaws of the grips and the sensor popped out. If you oil the new one it should just slide in quite easily and grease the new pin. Job done. My speedo should never see 135 mph again.