If the exposed shaft is the least bit dirty/rusty/painted, take a flat file and clean it up nice and shiny, which will also highlight any dings or high spots that will cause problems once you get the hub moving.
If you don't see any set-screws or other tightening mechanism, then it's basically "rust-glued" itself to the shaft.
The above suggestions are good, here's the drill that's helped me recently -
Soak in penetrating oil for a couple of days (
I love Kroil, but it's only available online), Put a puller on it and tighten down as much as I dare,
Heat the hub/impeller with a torch (not red-hot, but good and hot),
Spray the shaft with more oil (cools/contracts the shaft so oil can get in there),
Try tightening the puller again,
Hit the end of the puller with a large hammer (using the copper above is a great idea, don't want the hardened puller to send a chip flying).
If/when all that fails, go back to step one and try again in a couple of days.