After peeling off the label, the oily residue responds to hot water and detergent. I use WD40 to remove sticky labels. Just spray a little WD40 on the label and leave it for a few minutes. I have found that if you put peanut butter, preferably not chunky, on glass, bottles, or even mirrors, it will remove the residue. Sometimes it takes more than one application.
Most people have peanut butter on hand.
Rubber cement thinner which you can buy at most art supply stores and some office supply stores removes most adhesives used on labels. Scrape off as much of the paper from the label as possible before applying the thinner and rubbing with a cloth or paper towel. It works great on glass, Formica and most non porous surfaces but will cloud many plastics. Also, it is extremely flammable. Lighter fluid often will also remove rubber based adhesives.