Nat Robison
I just did a quick google search and one site said to leave the valve open so the hot air can escape and also advised to heat the pipe and the valve, instead of just concentrating on the valve. I'm sure there's more info on the topic if you look.

If you're worried about your technique, I know that HD sells compression fitting ball valves.....at least the straight-thru ones. I've used them with no problems and can be removed and re-installed.