Water changes are the best and easiest way to lower your nitrates. I would test your nitrate before doing a water change, then test it again afterward. If it's still too high, remove a little more and test it again. Keep doing that until your numbers are where you want them (anywhere from 10-20 is generally considered safe).
Some people have recently started threads on nitrate reducers/removers. Generally anaerobic bacteria do the job (in the wild/Real Life), but there are DIY jobs out there for the home aquarium. Seems like too much work for me though; I'll just do my weekly water changes.
Weekly water changes are the way to go. Even with a nitrate filter/reducer weekly water changes still need to be carried out. I'm not aware of any unit that is efficient enough to eliminate the need for water changes. No matter how you look at it weekly water changes need to be done. As well as lowering nitrate levels they also introduce minerals that are essential to the healthy growth of our fish & plants.