Akator, Some labels are a lot more difficult than others depending
adhesive (thanks Weez for the tip for recognizing water-soluble
labels).

Bottles I've labeled myself I clean regularly and easily as they are
all water-soluble.

Commercial bottles: I collect for awhile and then fill the bathtub
with HOT water and 1/2 bottle of "Goo Gone" adhesive remover.
Submerge 3-4 dozen bottles over night. By morning labels are
managable to remove. Some with little effort. Others require scaping
with hard plastic scraper (still fairly easy process at this point),
followed by rubbing away final stickies with regular kitchen scouring
pad. The odd bottle will still defy a thorough cleaning. If I really
like the bottle, I'll live with it, and later label over the adhesive
part. Commercial adhesive remnants will later come off with second
washing. Note: use a drain strainer. You want your plumbing to
swallow the swamp, but not the paper.

There may be better adhesive removers. I use:
http://www.magicamerican.com/gg_images/GG3_big.gif

Jim