Take a small, stiff wire or drill bit and poke around thru the bleeder hole. Chances are there's corrosion and crud blocking the bleed... for my car I'd just replace the caliper for $50 (rebuilt). Calipers can be replaced individually. If you get a new one, make sure you flush all the old brake juice out... plan on 3-4 pints of brake fluid (DOT 4).

Try some wide channel-locks on the front pads. With the pins removed, squeeze the pad backing plate (at one of the 'ears' for the pins) toward the outer part of the caliper. Careful not to break a bleeder screw. That should push the pistons back far enough so you can wiggle it out.