Yes the above helps, but at the same time put a flat hand on the headlight and push in hard on the headlight at the same timeYes some penetrating solvent and if its the one with the tab get some channel locks and get a good grip on it and put some "hind end" behind it and it should snatch free. About 45 seconds into this video:
If you are only replacing headlight bulb it is not neccessary to remove clips or headlight assembly. Clips in my 2002 will not come out even with a pry bar but I did not need to remove them to replace bulb. Just unscrew bulb retainer and slide bulb out.
You have to be mean with it. I changed both headlight assemblies and discovered that someone down the line removed both clips on the passenger side. I ordered new clips from Ford (comes as a complete set for both sides) and was told there were very few left. I was able to get everything done.