Depending on the bolt, its size, what it's broken off in, and is/was it seized when broken off, there are several ways to get it done; My first choise is to carefully center punch the bolt use a reverse twist(left hand twist) drill, usually as they break through they will catch and turn out the bolt. I know it sounds funny but they actually do make left hand twist drills in a variety of sizes, You can get them at most good machinery or tool sales stores.
Failing that, I try an easy out, if that fails even after trying heating the material the bolt is broken off in to loosen it I usually try drilling it out as close to the thread size as I can and use the correct tap to get the remaining threads out or a torch to get the remaining threads out by heating them very hot then use a pick to remove them before running a tap through the threads.
Last resort is to find an automotive machine shop (Engine rebuilder) most will have a machine that can burn out the bolt...