You can also use a compressor and a blow gun with a rubber tip, something like this:
Screw the bleeder in all the way so it is closed then use the rubber tip into the brake line input. Wrap the front of the caliper in a towel or large rag so the piston doesn't shoot across the room. Slowly squeeze the trigger.
If the piston wasn't stuck it will come out. If the piston was stuck, then Cal's trick with the grease gun will get it out. It's worth trying air first though since then you don't have to clean grease out of the caliper.