I put in a new vanity, new faucet, the shut off valve leaks a tad so I bought a new one but I can't get the old one off,the part where it connects to the copper water supply in the wall,the nut is stuck and I don't want to break any of the plumbing trying to get it off.

I assume you really mean the compression ring or ferrule, not packing nut. There is a tool for removing. The most convenient one is a faucet handle /compression ring puller combined.

Most of the time we just use the old ferrule and nut unless there is a reason to change.