I helped my brother replace the turn signal/wiper stalk a few months ago. His broke off while putting the roll cage in. He too, had the little piece of stalk stuck in there. It wasn't easy!
The tool you definately need is the steering wheel puller, which is the same thing as a harmonic balancer puller. It can be used to compress the lockplate as well as pulling the steering wheel, although there is a special tool for the lockplate too. It took us all day. There is so much crap under that steering wheel. We have the Jeep Service Manual.. not the Haynes Repair Manual! It tells you exactly how to do it, but there are so many things to go wrong in there. I think we took it apart 5-6 times to get the horn to work again. But if you pay attention and remember where everything goes.. it shouldn't be too bad. We both agree that it might have been worth 80 bucks to have a little shop do it. The stalk is only $20 if I remember right.