Depends on the brewery for how easy the labels come off. New Belgium and Sam Adams are a piece of cake. Sierra Nevada, Odell's, and Madison river are a pain.
I've had luck with using goo gone after soaking in hot soapy water for about 20 minutes.
Oxyclean soaks with steel wool pretty much take care of bottles. For bottles like corona with the markings on the bottle directly, I heard that a soak in a 5X normal concentration of starsan (1oz/gal) will do the trick.