I like to remove the labels for a few reasons - first, because it's my beer, not someone else's that is occupying the bottle, and I sometimes like to make my own labels. Second, because label glue tends to gum up my sanitizing solution after a bit. And lastly, I usually run my empty bottles through the dishwasher before putting them away for a lengthy period of time, and the labels make a mess of it (yes, yes, now argue away about Jet Dry and the fact that the dishwasher doesn't reach the inside of the bottles...I'm well aware...).
Try Guinness Draught bottles - the curvy ones with black labels. The plastic labels have no glue - just run a razor blade down the side and they practically fall off. A pair of pliers makes short work of removing the widget, and you have a nice looking bottle for re-use.