All of these are great ideas, I keep a wide rubber band around my filter case for this reason. My B+W CPL is notorious for getting stuck really good. You could also try warming it up a bit in the hot sun or whatever safe method can raise the temp of the filter enough to slightly enlarge it and cause it to loosen up a bit.
I would stay away from duct tape however. The only tape I will put on my equipment is high quality gaffer tape. That won't leave any residue and sticks very well.
Boy, that's what I thought Rusty! That duct tape goo would be almost impossible to get off!
I was thinking of that blue tape that has a mild adhesive and can pull off a wall without hurting the paint? You know what I'm talking about... Although I think a wide, large rubber band is a pretty slick idea!