If you really have a glass bottle that's retaining an odor, it's time to get a new bottle. With kegs, I've had to use solvents, sandpaper and a high-pressure sprayer to get soda label residue off, and the whole keg has to be cleaned at once. Woe is the first-time keg user who doesn't take Metallurgy 101 to find out what things ruin stainless steel. The rubber boots and handles on some kegs can't be cleaned at all. They can leave a goopy black residue on everything they touch and add floor cleanup to the cleaning time of kegs.
Kegs can often become finicky to work on, especially inexpensive or used ones.
Nothing is more frustrating than spending time cleaning and sanitizing a keg, only to find one of the connectors won't seal or screw on just right. The other black hole is training others to use kegs. Few people consider the time they've had to spend diagnosing and fixing a leaky keg, hand-scrubbing small corrosion spots inside the keg itself or tutoring a friend in keg operation. The supporting equipment for kegs is another matter altogether. Kegs can't be used without the hoses, taps, wrenches, seals, o-rings, valves, regulators, bottles and gases that go with them.