I tried the pliers + rag thing first, and all that happened is I tore the rag and scratched up the finish on the showerhead. Figured it was already scratched, tried pliers without the rag. Still not budging, and now it's more scratched up.
Haven't tried a wrench, only because I can't find mine. Just pliers.
I have teflon tape, so I'm good to go to install the new one. Just gotta get the $*(@% old one off first... There actually is tape under the old one; maybe not enough? Idk.
I'll see if I have any WD-40.