Two ways to do this:
1. If there is anything left to grab onto, then use visegrips and lock them on the piece left and unscrew it.
2. Using a small tool called an ez-out (spiral fluted extractor) and drill bit, drill the appropriate sized hole using a standard drill bit into the center of the broken piece that is left. Then insert the ez-out and turn counter-clockwise. Since the ez-out is reverse threaded, it will lock in the drilled hole and the piece that is left will also screw out.
Screw extractor - Wikipedia, the free encyclopedia