It stinks for a while after, but eucalyptus oil works very well on sticky residue!
It won't clear up the actual paper tho (say you're removing a price label from a DVD case).... u have to remove all that first, but the stuff that's left behind will go in an instant.
Sticky residue on paper/card i think it works but you have to be a bit more careful with the rubbing.
You can get it in chemists cause it's usually for flu etc.