I had this problem on a 500SEL that had platinum plugs in it for 100k miles. I wasn't very lucky and the last one I was changing broke off.
Try using a torch and heat the plug and let cool. Try this a few times also spraying rust penetrent in between.
The heating up, and cooling causes the metal to expand and contract and will hopefully break the joint.
Be patience, its no fun when one breaks off, go slow and work it back and forth. Sometimes you can try tightening a little first.