Like many others, I will soak in hot tap water with oxiclean for a couple hours. After that I will use the edge of spoon and scrape the labels off. As has been mentioned some will come off easy, and some are so glued on that it's not worth the effort. If I have to put real muscle into it and I find a tough gummy residue under the label, then the rest of those bottles go into recycling. Not worth the effort now and despite goo gone and similar products doing a great job there are some bottles that you just can't get all their glue off.
Of course I'm saying this after having spent the first year scraping, scouring, cleaning, and chemically trying to remove residual glue. So I understand. Now that I mostly reuse my own bottles life is much nicer. But now for new bottles, if the label doesn't cooperate, it gets tossed.