This has happened to me quite often and it's always painful to decide. But in the end, I have almost always removed them. An exception might be a book that has a very porous surface.
Sometimes, it works out okay, other times it's pretty obvious. The way I look at it, it's a defect both ways and I can't stand looking at a price sticker. The key is to not damage the surrounding area or you will have lesser quality product!
Time for a story...
a few years back, I purchased an sizable lot of 1st edition modules in
SW. It was a great deal and was excited to receive them and marvel at my find. When I finally opened up the box and started to go through the pile, I discovered, much to my horror that the previous owner had decided to remove the price stickers on the
SW with a razor blade. As one could imagine, the razor blade cut through the plastic and into the cover, leaving a rough cut square on the surface!
I just about cried. At least that's what I'll admit to here...
So, what's the lesson to be learned? If the sticker is on the
SW, don't be a dumbass and take it off with a razor blade...
Leave it alone, peel it off, or use a solvent!