I've heard of people cutting them as low as they can with a chainsaw, chopping them out with an ax, and then pouring something flammable on the roots and burning them, but that sounds like it's very labor intensive and not a very good way to do it. If they're not very big, they can be dug out, but that's a hard way to do it, too, unless you have the equipment for it. I don't know how much it costs to have them removed, but I imagine it's pretty expensive.