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A 5 or 6mm allen wrench (depending on the stem) is all that is needed. Cinelli-style stems are harder to adjust as you need a hammer to loosen them, but wedge-style quill stems (which are incredibly common) only require a single allen wrench and do not require that the headset pre-load be reset (as is required on threadless headsets).How are you supposed to adjust a quill stem on a ride? Bring and allen wrench and a hammer? Or just use you shoe to bang the wedge loose?
If you understand how to adjust pre-load on a threadless headset (not all people do) changing the height on a threadless stem is not hard, but not nearly as easy or as fast as a wedge-style quill stem.