its something like a 1 1/8 or 32 or 36mm socket usually. cant recall exactly which off the top of my head. the info on it shoukd be readily available out there.
I use a cheap 32 from walmart that while it won't unscrew completely will go several turns and then it is easy to take off by hand. Just screw in a couple turns and then put it back on and tighten. EASY!!!
I use a standard 32mm shallow socket. Be sure to check which size you need though. GM changed some of the sizes of the cap on some applications around 2005/2006.
Some claim to use a crescent wrench on them, but that has hues of bad idea colored all over it.
I bought a 3/8 to 1/2 inch adapter and a 1 1/4 inch socket from Lowe's. (It helps that I work there and get a 10% discount). I turn it a few times until it is loose, then remove it by hand. The adapter (I only own a 3/8 inch ratchet) and the socket cost me like $8 total.