While many plant pesticides will kill mealybugs, the best solution I've found to kill them is 70% isopropyl alcohol. Simply spray the alcohol directly on the mealybugs, wherever they are on the succulent.
I've had people suggest adding a little bit of dish soap to water and spraying or dabbing that on. You can also use systemic pesticides for house plants. Lady bugs also keep mealybugs away!