I've used several different extractors.
snap op has some that are a much better.
the kit below, in the red case are inexpensive and include the lh drill bits.
38 bucks for the kit.
personally I would not use those type of extractors, I have had them break,
I like the stubby ones on the other pic, you can buy them seperate and buy the appropriate drill bit to drill the exact size. the deep you drill the better bite they get.
first drill, it relieves the pressure on the stud, then use pen oil, let it soak. time is better. then heat the fawk out of it with a propane torch on low. then insert the extractor, try it lightly, watch the extractor, it gives a sign before it breaks. it will feel like its turning, but you are only twisting the extractor metal, then it will snap.
if you see it twist, then its scrap, turn it the other way, get it out. then go back to more lube and more heat, try a new one.
if you stick in dry, and snap it off, you are hooped.
I've had good luck with extractors. but carefull is eseential......... use a small wrench or short wrench with the extractor, nothing with long lever action. otherwise you can out too much uummmph into it.
http://buy1.snapon.com/catalog/item.asp?item_ID=10527&group_ID=1262