You don't say exactly what you mean by stucco. Is this lath and concrete? is this a "stucco like" texture on gypsum board? what is it?
There are three general ways of "removing" a wall covering:
1. Scrape or strip the "finish" from the base wall covering material. 2. Demo the entire wall covering material and start over from bare studs (this can be easier and cheaper than #1.) 3. Cover the whole mess with a new wall covering material. (Not my favorite option, but a necessity in some cases)
Please post back with your specific information, include how old it is, what other things could be affected (hardwood floor vs carpet vs expensive tile, etc) what are you going to replace the stucco with, etc.
I am not necessarily a stucco expert (in fact I don't know a whole lot,) so perhaps with some more information, someone who is an expert would be happy to help you out.