nicolashsing : depends, I start by trying to open them from the side cleanly with a big knife, to keep the box "in case" (I know it's useless for authentication once opened, but if a new buyer wants a grading number instead of falling in love with look of the coin itself . at least I have it somewhere).
If it don't work, a hammer on the side can indeed do it - or a vise if you have that on hand :)
And in any case . the idea is not to damage the coin ;)