If you have a nice tight, ball or roller bearing spindle mill.. AVOID using B&S and Morse taper collets with end mills..
They require a lot of pressure to release, and don't grip that well.
They were the state of the art spindle tapers in the old days, when plain bearing ruled the roost. The plain bearings had a LOT more contact area for pounding tapers loose. The straight taper spindles slowly faded out, after ball and roller bearings/carbide tooling came along. Some types of machines stuck with the Morse tapers a bit too long..
The Bridgeport M Head used a special drawbar nut that allowed you to remove tooling by turning drawbar in reverse, and it pushed out tooling with no stress on bearings... Some other machines had that feature also.
The R8 tooling requires a fraction of the force of a straight Morse taper to release...
Use end mill holders when possible..
Drill chuck for drills. ER Collet chucks work OK too, if you have enough headroom...
Those spindle SPECIAL ball bearings sets are $300.00 and up, and DO NOT like being pounded on... You WILL Brinnel/damage them, beating on them with a hammer..
To get a tool unstuck, you should make a tool to support bottom of spindle (not the quill) before pounding on drawbar. Even this will not prevent some amount of damage to the bearings, but it will reduce damage some...