They come off without much effort if your gentle. If they leave and residue, I am always able to get it off with some tape.
I find that lighter fluid works wonderfully for getting sticker residue off game cases. Even seems to work with the really nasty, been stuck on an "melted" for years type. Some lighter fluid, a little elbow crease, and a rinsing swipe with some warm water has always worked great for me on any DVD, CD, of Video Game case.
Or, if you're in a pinch and don't have lighter fluid (or Goo Gone, which also works pretty well) common cooking spray does work too. PAM brand works best, but the generic brands will as well. It does require more effort than lighter fluid, but works just as well in the end. Just be sure not to forget to rinse so as to remove the greasiness that cooking spray will leave behind.
Obvioucly, with either method, be sure to remove the art work insert beforehand.