Just did this on my M&P 40. The set screw was put in with lock tite. Heating it up with a soldering iron will break down the lock tite and allow the screw to come out without stripping it. After that it was easy to knock the sight out with a brass drift.
I have a sight pusher. You will need to drive to Brown County to use it. You might try putting the slide in the deep freeze for a day then use a drift punch. It should drift out.