If you need to steady the shaft, I use channel locks. But if you can't move the nut without turning the rod, I would make sure the threads are clean.
There should also be flats cast into the tie rod ends (ball joints), you can use a open ended wrench (or adjustable wrench) to hold it in place while you tighten down the lock nut.
Or are you taking about getting the tapered pin tightened into the steering arm? If so, a plain nut can be used to pull it tight, then replace with the lock nut. Though I often find that pressing it down into the taper can be enough.