Goo Gone. Dab it on and saturate the label. Let it soak, come back later and the adhesive will be mushy. It may take a couple of applications but it'll get all of the sticky residue off like it was never there.

edit: I almost forgot, make sure to let it soak for awhile. This was my mistake when I first started using it. If you try and rub the sticker off too soon nothing really happens. If you let it soak in and do it's thing it's good stuff.