I also use this method. In the worst cases (like getting a rotor off my old CR125 Elsinore which took hours and hours and hours...) I use a bit of heat around the offending part with a propane torch. I usually put the puller on to get some tension on it, using the tapping method that Bill suggested, and then heat the outer part of whatever I'm trying to get off. Some people don't agree with localized heating like this, but I think of it this way: I'd rather heat a part that's part of an engine that gets hot than bash on a part that will transfer that shock to the rest of the components... like TwoTired said...
Also, I find that if a bit of heat doesn't work, I don't just keep adding heat, as it will conduct fairly quickly to the shaft thus causing it to expand with the gear and negating the whole purpose of the effort. I'll let it cool down and repeat the process later.