If you can plug weld a nut on them, it will work better. The heat from the weld will help break the rust and of course a nut is always easier to deal with.
I'll second that!
This is my preferred method although I don't usually weld a nut on them any more, just build up a little pile of weld and grab it with vice grips. I use a TIG Welder, but I expect a MIG will work and if you're good stick works with a washer and nut.
Can't count the number of broken fasteners I've removed this way, it works that well.
Grigg