Along with the fusion-welding trick mentioned above, I also advised taking a piece of plastic rod (acetal, PVC, or what have you...) and taper-boring it to fit the cue fairly precisely at the joint end. Then wind a single layer of double-stick carpet tape around the joint, wet it with naptha (or mineral spirits, or lighter fluid) and shove the plastic piece on until it jams.
Let the entire assembly sit overnight until the mild solvent to evaporates off, leaving the sacrificial plastic piece "glued" firmly in place. [FYI, this process was inspired by the method used for bonding golf grips to golf clubs]. When the cue and plastic piece have "become one" you can put the cue between centers and turn the outside of the plastic piece true, giving you a very easy and reliable way to re-center the cue in the lathe after you've wrestled the pin out.
You'll want to do this because the hole left behind when a pin has been forcefully removed is not always the prettiest thing in the world. Being able to accurately go in with a small boring bar, chasing tap, or even bore and plug the end of the cue is a wonderful thing, and if you have to do any of these things you'll be damn glad you've got that plastic collar to grab onto and center up with.
When the new pin is in and you're ready to clean up the rest of the cue, just turn off the plastic piece until you're almost down to the tape. Now the same solvent you used before can be wicked into the cue/plastic seam and it should just about slide right off into your hand. Way, WAY easier than pulling a pin and THEN trying to center up the cue for any additional internal work required...
TW