Oh, I know the pain!
The buckets at my barn are always stuck too. I always end up dragging around two buckets stuck together.
What kind of material are your buckets made of? I find the ones that are straight plastic are very brittle in the winter, and especially if there's water in them, tend to stick very badly. They're also prone to crack. I use the ones made of rubber. They don't stick as much and can't crack.
Also, make sure to dump the buckets and keep them dry before stacking them. Otherwise the water at the bottom freezes and sticks to the bucket above it. Hope this helps!