depends on the size of the screw and what it is in...
ez-out might work
wedge a flathead screwdriver in has always worked for me...might need to file the tip down to get it to fit without stretching the center out and wedging it more...
have drilled through the center and used a screwdriver also
I'd try a torx head to see if it might grab, then if you can still get to the allen and have a Dremel mototool cut a slot across it and use a screwdriver. Then it's drill a hole and an easy-out time. Was there Loctite on the screw? Heating it 1st with a propane torch will help it release.
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