i use the kit from home depot. its made by irwin and has about 6 different left-hand tapered extractors.

process is really simple. get a drill bit slightly smaller then the extracter. drill right through the broken screw so you have a nice hole for the extractor to dig into. put the extracter into that hole and give it a good tap with a hammer so its in, then get a pair of vice pliers and twist the extractor counter-clockwise. very simple procedure...