It is best to use a rubber wrench, which offers a better grip to remove a faucet aerator, or a special aerator wrench or key that is designed specifically for aerator removal and doesn't damage the housing. Some faucets have an aerator that is built in and can't be removed.
Aerator wrenches or keys can be purchased in many chain-type home improvement stores, but they often come with the faucet at the time of purchase. Many people use pliers instead of a wrench, depending on the type of faucet and aerator removal. If the aerator seems to be stuck, soaking a rag with white vinegar and letting it sit on the faucet loosens debris and build-up.