A few yers ago I would have absolutely answered remove them all! The game needs to be in as pristine, original condition as possible! However, my attitude has changed somewhat since then.
I feel like all video games have a destiny of their own and price stickers and other signs of the game ending up in one place or another over time are a part of that history. While it happens less and less, I love coming across old price stickers from places like EBX, Game Crazy, or KB Toys on old games, and typically if its from one of these older bygone game stores I will leave the stickers on for retail posterity. However, if its a Gamestop sticker or generic price sticker I typically remove it. Sure, someday I might regret this when Gamestop or Best Buy are gone, but for now I really don't care and would rather gave the game looking clean and nice.
So I guess you can say I remove the stickers and clean up probably 95% of my games these days with a few exceptions here and there.
Oh! and one cool, uncleaned game I have is actually from an independent rental store where I used to rent all my movies and games back in the early and mid 90s. It was a place called Famous Video and I rented pretty much all my Genesis and SNES games from there back in the day. I found a copy of Soldier of Fortune on the Genesis that still had several Famous Video stickers on it. Despite having never played that game, the fact that it was among the many games I browsed as a young kid that game is one of the most special and important in my collection, and one I will never sell. You can bet I will never remove the stickers from that game.