Heat is the best approach to getting it off, but normally if you have to use heat, you will also need a new nut when you go to reinstall the bearing unit.
The heat will distort the threads enough to get it off, but when it cools, it will make the threads brittle and they will strip when you try to put it back on....sometimes.
The nut gets put on with 175 ft lbs of torque from the factory. Usually takes a good 3/4" drive impact gun to get the nut off. Or a 6ft long cheater pipe, and a full sized man to jump on it.